+169.4%
XLV vs IBB
+125.5%
+43.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -3.6% | -4.2% | +0.7% | -1.2% |
| 30D | -1.8% | +1.1% | -2.9% | -2.5% |
| 3M | +7.8% | +19.0% | -11.3% | -2.3% |
| 6M | +9.1% | +18.9% | -9.8% | -1.3% |
| YTD | +7.7% | +20.3% | -12.6% | -3.3% |
| 1Y | +20.4% | +41.5% | -21.1% | -1.3% |
| 3Y | +30.8% | +60.3% | -29.5% | -1.3% |
| 5Y | +34.6% | +18.7% | +15.9% | +18.9% |
| All | +169.4% | +125.5% | +43.9% | +61.4% |
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