+67.4%
XLI vs IBB
+78.6%
-11.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | -2.8% | -1.8% | -1.0% | -2.1% |
| 30D | -3.1% | +5.1% | -8.1% | -5.2% |
| 3M | -11.7% | +10.7% | -22.4% | -16.1% |
| 6M | -7.6% | +22.9% | -30.4% | -16.6% |
| YTD | +5.7% | +26.7% | -21.0% | -6.3% |
| 1Y | +7.8% | +35.1% | -27.3% | -7.4% |
| 3Y | +67.4% | +80.2% | -12.8% | +24.7% |
| All | +67.4% | +78.6% | -11.2% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling