+1,431.8%
XLK vs IBB
+560.8%
+871.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | +0.9% | +1.4% | -0.6% | 0.0% |
| 30D | +0.7% | +10.5% | -9.8% | -5.6% |
| 3M | -2.9% | +23.6% | -26.6% | -15.2% |
| 6M | +34.3% | +22.6% | +11.6% | +17.4% |
| YTD | +30.4% | +25.7% | +4.7% | +12.1% |
| 1Y | +43.4% | +51.4% | -8.0% | +9.6% |
| 3Y | +116.8% | +64.4% | +52.5% | +55.9% |
| 5Y | +144.0% | +22.1% | +121.9% | +109.3% |
| 10Y | +778.8% | +132.5% | +646.3% | +404.1% |
| All | +1,431.8% | +560.8% | +871.0% | +269.6% |
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