+16.6%
AGG vs IBB
+126.8%
-110.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | +0.6% | +4.6% | -3.9% | +0.4% |
| 3M | -1.6% | +6.8% | -8.4% | -1.9% |
| 6M | -1.6% | +23.1% | -24.7% | -2.5% |
| YTD | -1.5% | +26.0% | -27.5% | -2.6% |
| 1Y | -1.1% | +30.4% | -31.5% | -2.3% |
| 3Y | +13.6% | +85.4% | -71.8% | +10.6% |
| 5Y | -1.7% | +39.7% | -41.4% | -3.9% |
| All | +16.6% | +126.8% | -110.1% | +14.2% |
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