+217.7%
XLF vs IBB
+126.8%
+90.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | +7.6% | +4.6% | +3.1% | +5.1% |
| 3M | +1.1% | +6.8% | -5.7% | -2.9% |
| 6M | +15.9% | +23.1% | -7.2% | +3.1% |
| YTD | +8.4% | +26.0% | -17.6% | -5.1% |
| 1Y | +12.5% | +30.4% | -17.9% | -3.4% |
| 3Y | +81.6% | +85.4% | -3.9% | +26.9% |
| 5Y | +59.3% | +39.7% | +19.5% | +27.9% |
| All | +217.7% | +126.8% | +90.9% | +85.9% |
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