+445.6%
AG vs IBB
+740.1%
-294.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | +1.0% | +1.4% | -0.4% | +0.2% |
| 30D | +19.2% | +10.5% | +8.7% | +12.5% |
| 3M | +6.2% | +23.6% | -17.5% | -6.1% |
| 6M | -26.7% | +22.6% | -49.3% | -34.6% |
| YTD | +26.1% | +25.7% | +0.4% | +11.2% |
| 1Y | +131.7% | +51.4% | +80.3% | +83.3% |
| 3Y | +255.3% | +64.4% | +191.0% | +167.5% |
| 5Y | +61.9% | +22.1% | +39.8% | +43.0% |
| 10Y | +72.0% | +132.5% | -60.4% | -0.2% |
| All | +445.6% | +740.1% | -294.5% | -17.3% |
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