+42.7%
XLP vs IBB
+34.6%
+8.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.3% | +0.4% |
| 7D | +3.5% | -3.6% | +7.1% | +4.3% |
| 30D | +11.6% | +3.4% | +8.2% | +10.6% |
| 3M | +7.6% | +9.5% | -1.8% | +5.2% |
| 6M | +10.0% | +23.3% | -13.3% | +4.3% |
| YTD | +19.7% | +24.5% | -4.8% | +13.0% |
| 1Y | +23.5% | +32.9% | -9.5% | +14.4% |
| 3Y | +44.0% | +76.6% | -32.6% | +22.2% |
| 5Y | +42.7% | +35.5% | +7.2% | +17.3% |
| All | +42.7% | +34.6% | +8.1% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling