+1,322.9%
XLK vs IBB
+565.6%
+757.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +1.0% |
| 7D | +7.0% | +1.6% | +5.4% | +6.0% |
| 30D | -11.5% | +6.7% | -18.2% | -14.9% |
| 3M | -7.9% | +6.3% | -14.2% | -11.7% |
| 6M | -0.6% | +23.9% | -24.5% | -13.6% |
| YTD | +21.1% | +26.6% | -5.4% | +3.6% |
| 1Y | +18.8% | +29.6% | -10.8% | 0.0% |
| 3Y | +97.3% | +86.1% | +11.2% | +31.4% |
| 5Y | +115.5% | +40.3% | +75.2% | +70.1% |
| 10Y | +723.7% | +128.1% | +595.7% | +380.3% |
| All | +1,322.9% | +565.6% | +757.4% | +241.3% |
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