+599.5%
XYZ vs IBB
+156.3%
+443.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -0.4% |
| 7D | +12.1% | -1.8% | +14.0% | +14.9% |
| 30D | +12.4% | +5.1% | +7.3% | +5.5% |
| 3M | +8.2% | +10.7% | -2.5% | -6.1% |
| 6M | +20.7% | +22.9% | -2.2% | -9.2% |
| YTD | +31.3% | +26.7% | +4.6% | -5.3% |
| 1Y | +20.5% | +35.1% | -14.6% | -20.4% |
| 3Y | +72.6% | +80.2% | -7.6% | -24.8% |
| 5Y | -64.0% | +37.8% | -101.8% | -75.7% |
| All | +599.5% | +156.3% | +443.2% | +225.8% |
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