+139.5%
XLP vs IBB
+126.8%
+12.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | +7.3% | +4.6% | +2.8% | +5.8% |
| 3M | +8.1% | +6.8% | +1.3% | +5.7% |
| 6M | +10.5% | +23.1% | -12.6% | +3.3% |
| YTD | +21.2% | +26.0% | -4.9% | +12.2% |
| 1Y | +22.7% | +30.4% | -7.7% | +12.4% |
| 3Y | +44.8% | +85.4% | -40.6% | +17.2% |
| 5Y | +44.7% | +39.7% | +5.0% | +26.8% |
| All | +139.5% | +126.8% | +12.8% | +75.8% |
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 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