-41.5%
ACHR vs IBB
+35.0%
-76.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +4.7% |
| 7D | +4.9% | -1.7% | +6.5% | +6.9% |
| 30D | +4.3% | +4.9% | -0.6% | -2.3% |
| 3M | +1.7% | +24.2% | -22.5% | -23.6% |
| 6M | -6.9% | +23.8% | -30.7% | -29.7% |
| YTD | -22.5% | +23.0% | -45.4% | -41.0% |
| 1Y | -31.5% | +46.2% | -77.7% | -57.7% |
| 3Y | -14.4% | +64.8% | -79.2% | -52.8% |
| 5Y | -41.6% | +20.9% | -62.6% | -59.7% |
| All | -41.5% | +35.0% | -76.5% | -62.0% |
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