+304.1%
XLF vs IBB
+577.3%
-273.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | +1.9% | +0.8% | +1.1% | +1.4% |
| 30D | +6.5% | +5.2% | +1.3% | +3.2% |
| 3M | +1.2% | +8.6% | -7.4% | -4.3% |
| 6M | +14.6% | +27.8% | -13.3% | -2.0% |
| YTD | +7.7% | +28.8% | -21.1% | -8.7% |
| 1Y | +11.8% | +36.4% | -24.6% | -8.6% |
| 3Y | +80.1% | +89.3% | -9.3% | +19.1% |
| 5Y | +59.0% | +43.3% | +15.7% | +22.0% |
| 10Y | +224.2% | +130.6% | +93.5% | +77.5% |
| All | +304.1% | +577.3% | -273.2% | -16.0% |
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