+51.6%
XLU vs IBB
+39.3%
+12.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | +5.6% | +4.6% | +1.0% | +4.2% |
| 3M | +0.7% | +6.8% | -6.1% | -1.4% |
| 6M | -0.1% | +23.1% | -23.2% | -6.1% |
| YTD | +5.3% | +26.0% | -20.7% | -2.1% |
| 1Y | +2.2% | +30.4% | -28.2% | -6.0% |
| 3Y | +61.6% | +85.4% | -23.8% | +31.2% |
| All | +51.6% | +39.3% | +12.2% | +25.6% |
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