+44.4%
XLU vs IBB
+17.1%
+27.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -1.2% | -5.2% | +4.0% | +0.2% |
| 30D | -2.5% | +1.5% | -4.0% | -3.1% |
| 3M | -2.7% | +22.1% | -24.9% | -8.1% |
| 6M | -7.5% | +17.7% | -25.2% | -11.8% |
| YTD | +0.9% | +20.2% | -19.2% | -4.6% |
| 1Y | +3.3% | +44.4% | -41.1% | -7.7% |
| 3Y | +47.3% | +61.1% | -13.8% | +25.6% |
| 5Y | +44.4% | +18.5% | +25.9% | +20.7% |
| All | +44.4% | +17.1% | +27.3% | +20.7% |
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