+225.2%
XLF vs IBB
+133.2%
+92.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | -1.0% | -1.4% | +0.4% | -0.3% |
| 30D | +6.5% | +6.8% | -0.3% | +2.9% |
| 3M | +1.8% | +9.2% | -7.4% | -3.2% |
| 6M | +15.4% | +28.3% | -13.0% | +0.5% |
| YTD | +8.4% | +29.4% | -21.0% | -6.4% |
| 1Y | +11.9% | +33.2% | -21.2% | -4.9% |
| 3Y | +81.1% | +90.2% | -9.0% | +25.0% |
| 5Y | +59.5% | +44.0% | +15.5% | +26.1% |
| 10Y | +225.2% | +133.1% | +92.1% | +88.2% |
| All | +225.2% | +133.2% | +92.0% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling