+810.1%
XLI vs IBB
+560.8%
+249.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -1.1% | +1.4% | -2.5% | -1.8% |
| 30D | -5.9% | +10.5% | -16.4% | -10.8% |
| 3M | -0.3% | +23.6% | -23.9% | -10.8% |
| 6M | +0.1% | +22.6% | -22.5% | -10.2% |
| YTD | +13.6% | +25.7% | -12.1% | +0.4% |
| 1Y | +17.2% | +51.4% | -34.2% | -5.9% |
| 3Y | +68.2% | +64.4% | +3.8% | +28.2% |
| 5Y | +80.7% | +22.1% | +58.6% | +57.4% |
| 10Y | +253.3% | +132.5% | +120.8% | +113.6% |
| All | +810.1% | +560.8% | +249.3% | +154.2% |
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