+24.3%
XLP vs IBB
+42.2%
-17.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.7% | +3.2% |
| 7D | +5.9% | +2.2% | +3.7% | +5.7% |
| 30D | +13.5% | +6.3% | +7.1% | +12.9% |
| 3M | +8.4% | +16.3% | -7.9% | +7.3% |
| 6M | +11.5% | +30.0% | -18.4% | +9.6% |
| YTD | +20.6% | +31.1% | -10.5% | +18.2% |
| 1Y | +24.3% | +42.0% | -17.7% | +20.1% |
| All | +24.3% | +42.2% | -17.9% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling