+59.0%
XLF vs IBB
+42.1%
+16.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +1.9% | +0.8% | +1.1% | +1.6% |
| 30D | +6.5% | +5.2% | +1.3% | +4.1% |
| 3M | +1.2% | +8.6% | -7.4% | -2.9% |
| 6M | +14.6% | +27.8% | -13.3% | +1.6% |
| YTD | +7.7% | +28.8% | -21.1% | -5.2% |
| 1Y | +11.8% | +36.4% | -24.6% | -4.4% |
| 3Y | +80.1% | +89.3% | -9.3% | +28.2% |
| 5Y | +59.0% | +43.3% | +15.7% | +18.0% |
| All | +59.0% | +42.1% | +16.9% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling