+743.6%
XLV vs IBB
+546.5%
+197.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -1.4% |
| 7D | -2.6% | -1.7% | -1.0% | -1.8% |
| 30D | +0.9% | +4.9% | -4.0% | -1.6% |
| 3M | +10.0% | +24.2% | -14.3% | -1.5% |
| 6M | +10.4% | +23.8% | -13.5% | -1.2% |
| YTD | +8.9% | +23.0% | -14.1% | -2.3% |
| 1Y | +23.4% | +46.2% | -22.8% | +1.5% |
| 3Y | +33.1% | +64.8% | -31.7% | +2.1% |
| 5Y | +33.3% | +20.9% | +12.4% | +17.5% |
| 10Y | +170.8% | +121.6% | +49.2% | +72.8% |
| All | +743.6% | +546.5% | +197.1% | +168.5% |
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