+257.2%
XLI vs IBB
+122.2%
+135.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -0.6% | -3.9% | +3.3% | +1.4% |
| 30D | -6.9% | +2.7% | -9.7% | -8.4% |
| 3M | -1.9% | +21.4% | -23.3% | -11.4% |
| 6M | +1.0% | +20.1% | -19.0% | -8.4% |
| YTD | +11.3% | +21.9% | -10.5% | 0.0% |
| 1Y | +15.8% | +44.1% | -28.3% | -4.5% |
| 3Y | +69.8% | +63.4% | +6.5% | +29.9% |
| 5Y | +80.9% | +19.8% | +61.1% | +59.2% |
| 10Y | +257.2% | +127.0% | +130.2% | +123.5% |
| All | +257.2% | +122.2% | +135.0% | +123.5% |
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