-63.9%
XYZ vs IBB
+37.5%
-101.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -0.7% |
| 7D | +12.1% | -1.8% | +14.0% | +15.2% |
| 30D | +12.4% | +5.1% | +7.3% | +4.7% |
| 3M | +8.2% | +10.7% | -2.5% | -7.9% |
| 6M | +20.7% | +22.9% | -2.2% | -12.9% |
| YTD | +31.3% | +26.7% | +4.6% | -10.1% |
| 1Y | +20.5% | +35.1% | -14.6% | -25.7% |
| 3Y | +72.6% | +80.2% | -7.6% | -40.0% |
| All | -63.9% | +37.5% | -101.4% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling