+747.0%
XLI vs IBB
+566.2%
+180.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | -2.8% | -1.8% | -1.0% | -2.0% |
| 30D | -3.1% | +5.1% | -8.1% | -5.6% |
| 3M | -11.7% | +10.7% | -22.4% | -16.7% |
| 6M | -7.6% | +22.9% | -30.4% | -17.4% |
| YTD | +5.7% | +26.7% | -21.0% | -7.3% |
| 1Y | +7.8% | +35.1% | -27.3% | -8.5% |
| 3Y | +67.4% | +80.2% | -12.8% | +21.3% |
| 5Y | +64.8% | +37.8% | +27.0% | +34.8% |
| 10Y | +241.2% | +161.2% | +80.0% | +94.3% |
| All | +747.0% | +566.2% | +180.8% | +134.8% |
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