+567.9%
XLU vs IBB
+562.7%
+5.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +5.6% | +4.6% | +1.0% | +4.0% |
| 3M | +0.7% | +6.8% | -6.1% | -1.6% |
| 6M | -0.1% | +23.1% | -23.2% | -6.7% |
| YTD | +5.3% | +26.0% | -20.7% | -2.7% |
| 1Y | +2.2% | +30.4% | -28.2% | -6.6% |
| 3Y | +61.6% | +85.4% | -23.8% | +31.4% |
| 5Y | +53.6% | +39.7% | +13.8% | +34.5% |
| 10Y | +162.3% | +127.1% | +35.2% | +92.4% |
| All | +567.9% | +562.7% | +5.3% | +147.7% |
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 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