+69.7%
XYZ vs IBB
+75.6%
-5.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.0% | +0.9% | +0.1% |
| 7D | +9.2% | -3.6% | +12.8% | +12.7% |
| 30D | +9.8% | +3.4% | +6.4% | +7.0% |
| 3M | -0.2% | +9.5% | -9.7% | -8.0% |
| 6M | +18.0% | +23.3% | -5.4% | -2.5% |
| YTD | +29.1% | +24.5% | +4.6% | +5.9% |
| 1Y | +14.1% | +32.9% | -18.8% | -11.9% |
| All | +69.7% | +75.6% | -5.9% | +3.2% |
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