+301.4%
XLF vs IBB
+560.8%
-259.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | 0.0% | +1.4% | -1.4% | -0.8% |
| 30D | +0.2% | +10.5% | -10.3% | -5.9% |
| 3M | +11.7% | +23.6% | -11.9% | -2.0% |
| 6M | +13.8% | +22.6% | -8.8% | 0.0% |
| YTD | +7.0% | +25.7% | -18.7% | -7.7% |
| 1Y | +9.1% | +51.4% | -42.2% | -15.9% |
| 3Y | +75.6% | +64.4% | +11.2% | +26.8% |
| 5Y | +66.4% | +22.1% | +44.3% | +40.9% |
| 10Y | +250.3% | +132.5% | +117.8% | +90.6% |
| All | +301.4% | +560.8% | -259.5% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling