-2.0%
AGG vs IBB
+20.0%
-21.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.2% | -3.9% | +3.7% | +0.1% |
| 30D | -0.2% | +2.7% | -3.0% | -0.5% |
| 3M | -0.7% | +21.4% | -22.1% | -2.2% |
| 6M | -1.8% | +20.1% | -21.8% | -3.3% |
| YTD | -0.6% | +21.9% | -22.4% | -2.2% |
| 1Y | +0.4% | +44.1% | -43.8% | -2.6% |
| 3Y | +13.2% | +63.4% | -50.2% | +8.2% |
| 5Y | -2.0% | +19.8% | -21.7% | -7.1% |
| All | -2.0% | +20.0% | -21.9% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling