+244.1%
AG vs IBB
+86.3%
+157.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +2.1% |
| 7D | +10.8% | +2.7% | +8.1% | +8.3% |
| 30D | -8.2% | +6.3% | -14.5% | -13.1% |
| 3M | -13.7% | +11.1% | -24.7% | -21.4% |
| 6M | -27.3% | +29.2% | -56.5% | -41.8% |
| YTD | -4.6% | +30.2% | -34.8% | -23.6% |
| 1Y | +39.4% | +39.5% | -0.1% | +6.0% |
| 3Y | +244.1% | +92.3% | +151.8% | +82.0% |
| All | +244.1% | +86.3% | +157.8% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling