+997.2%
XLY vs IBB
+540.8%
+456.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.9% |
| 7D | -2.1% | -3.9% | +1.8% | 0.0% |
| 30D | -6.0% | +2.7% | -8.8% | -7.6% |
| 3M | -2.7% | +21.4% | -24.1% | -12.7% |
| 6M | -1.5% | +20.1% | -21.5% | -11.2% |
| YTD | -5.4% | +21.9% | -27.3% | -15.7% |
| 1Y | -3.8% | +44.1% | -48.0% | -21.8% |
| 3Y | +36.6% | +63.4% | -26.8% | +3.1% |
| 5Y | +27.4% | +19.8% | +7.6% | +12.8% |
| 10Y | +218.2% | +127.0% | +91.2% | +97.3% |
| All | +997.2% | +540.8% | +456.5% | +222.9% |
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 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