+9.1%
XLF vs IBB
+51.5%
-42.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | +0.2% | +10.5% | -10.3% | -2.2% |
| 3M | +11.7% | +23.6% | -11.9% | +5.9% |
| 6M | +13.8% | +22.6% | -8.8% | +7.8% |
| YTD | +7.0% | +25.7% | -18.7% | +0.6% |
| 1Y | +9.1% | +51.4% | -42.2% | +0.3% |
| All | +9.1% | +51.5% | -42.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling