+215.2%
XLY vs IBB
+125.5%
+89.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -1.7% | -4.2% | +2.5% | +0.8% |
| 30D | -4.2% | +1.1% | -5.3% | -5.1% |
| 3M | -2.7% | +19.0% | -21.7% | -12.9% |
| 6M | -0.6% | +18.9% | -19.5% | -11.1% |
| YTD | -5.0% | +20.3% | -25.4% | -16.0% |
| 1Y | -4.1% | +41.5% | -45.6% | -23.4% |
| 3Y | +33.6% | +60.3% | -26.7% | -2.3% |
| 5Y | +28.7% | +18.7% | +10.0% | +10.4% |
| All | +215.2% | +125.5% | +89.7% | +99.1% |
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