+251.6%
XLF vs IBB
+122.2%
+129.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -1.0% | -3.9% | +2.8% | +0.9% |
| 30D | -1.3% | +2.7% | -4.0% | -2.9% |
| 3M | +9.1% | +21.4% | -12.2% | -1.6% |
| 6M | +14.4% | +20.1% | -5.7% | +3.3% |
| YTD | +5.1% | +21.9% | -16.8% | -6.1% |
| 1Y | +8.6% | +44.1% | -35.5% | -11.3% |
| 3Y | +74.4% | +63.4% | +11.1% | +31.3% |
| 5Y | +64.4% | +19.8% | +44.6% | +43.9% |
| 10Y | +251.6% | +127.0% | +124.6% | +108.0% |
| All | +251.6% | +122.2% | +129.4% | +108.0% |
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