+475.5%
XLP vs IBB
+560.8%
-85.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.0% | +1.4% | -2.4% | -1.4% |
| 30D | -0.9% | +10.5% | -11.4% | -3.7% |
| 3M | +3.8% | +23.6% | -19.8% | -2.5% |
| 6M | -1.7% | +22.6% | -24.4% | -7.7% |
| YTD | +10.3% | +25.7% | -15.4% | +2.8% |
| 1Y | +7.8% | +51.4% | -43.6% | -4.9% |
| 3Y | +27.2% | +64.4% | -37.2% | +8.6% |
| 5Y | +32.5% | +22.1% | +10.4% | +21.7% |
| 10Y | +101.8% | +132.5% | -30.7% | +49.9% |
| All | +475.5% | +560.8% | -85.4% | +165.9% |
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