+74.6%
AG vs IBB
+122.2%
-47.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.6% |
| 7D | -0.1% | -3.9% | +3.8% | +2.3% |
| 30D | +12.5% | +2.7% | +9.7% | +10.9% |
| 3M | +28.2% | +21.4% | +6.8% | +14.9% |
| 6M | -18.8% | +20.1% | -38.9% | -26.5% |
| YTD | +27.4% | +21.9% | +5.5% | +14.9% |
| 1Y | +132.2% | +44.1% | +88.1% | +91.4% |
| 3Y | +286.9% | +63.4% | +223.5% | +198.1% |
| 5Y | +72.8% | +19.8% | +53.0% | +50.0% |
| 10Y | +74.6% | +127.0% | -52.4% | +17.9% |
| All | +74.6% | +122.2% | -47.6% | +17.9% |
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