+135.9%
XLU vs IBB
+125.5%
+10.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -0.4% |
| 30D | -3.3% | +1.1% | -4.4% | -3.8% |
| 3M | -3.2% | +19.0% | -22.2% | -8.2% |
| 6M | -7.0% | +18.9% | -25.8% | -11.9% |
| YTD | +0.6% | +20.3% | -19.7% | -5.3% |
| 1Y | +2.4% | +41.5% | -39.0% | -8.3% |
| 3Y | +46.3% | +60.3% | -14.0% | +24.7% |
| 5Y | +44.0% | +18.7% | +25.3% | +32.6% |
| All | +135.9% | +125.5% | +10.4% | +89.3% |
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 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