-51.8%
ACHR vs IBB
+43.0%
-94.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.6% | +5.0% |
| 7D | +15.3% | +2.7% | +12.6% | +12.0% |
| 30D | -3.0% | +6.3% | -9.4% | -9.8% |
| 3M | -14.0% | +11.1% | -25.0% | -24.8% |
| 6M | -25.8% | +29.2% | -55.0% | -46.9% |
| YTD | -36.0% | +30.2% | -66.3% | -54.5% |
| 1Y | -41.2% | +39.5% | -80.7% | -61.5% |
| 3Y | -8.6% | +92.3% | -100.9% | -58.2% |
| 5Y | -20.6% | +43.0% | -63.6% | -52.1% |
| All | -51.8% | +43.0% | -94.8% | -70.8% |
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