+32.4%
XLY vs IBB
+60.8%
-28.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.3% |
| 7D | -3.9% | -5.2% | +1.4% | -1.2% |
| 30D | -6.1% | +1.5% | -7.6% | -7.1% |
| 3M | -1.2% | +22.1% | -23.3% | -11.9% |
| 6M | -1.8% | +17.7% | -19.5% | -10.8% |
| YTD | -5.9% | +20.2% | -26.0% | -15.7% |
| 1Y | -3.1% | +44.4% | -47.5% | -22.4% |
| All | +32.4% | +60.8% | -28.4% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling