+533.2%
XYZ vs IBB
+92.7%
+440.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.3% |
| 7D | -1.0% | +1.4% | -2.4% | -2.5% |
| 30D | -1.7% | +10.5% | -12.2% | -13.0% |
| 3M | +16.7% | +23.6% | -6.9% | -9.6% |
| 6M | +26.9% | +22.6% | +4.2% | -1.4% |
| YTD | +27.1% | +25.7% | +1.5% | -4.0% |
| 1Y | +9.3% | +51.4% | -42.1% | -33.9% |
| 3Y | +42.3% | +64.4% | -22.1% | -23.1% |
| 5Y | -69.3% | +22.1% | -91.5% | -75.4% |
| 10Y | +586.8% | +132.5% | +454.3% | +248.3% |
| All | +533.2% | +92.7% | +440.5% | +218.6% |
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