+776.9%
XLK vs IBB
+125.2%
+651.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.5% |
| 7D | -0.4% | -5.2% | +4.8% | +3.2% |
| 30D | -0.5% | +1.5% | -1.9% | -1.9% |
| 3M | +5.0% | +22.1% | -17.2% | -9.0% |
| 6M | +32.9% | +17.7% | +15.1% | +17.6% |
| YTD | +29.0% | +20.2% | +8.8% | +12.3% |
| 1Y | +37.8% | +44.4% | -6.6% | +5.3% |
| 3Y | +118.7% | +61.1% | +57.6% | +52.2% |
| 5Y | +145.6% | +18.5% | +127.0% | +109.3% |
| All | +776.9% | +125.2% | +651.7% | +418.5% |
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