+98.3%
AGG vs IBB
+830.1%
-731.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -0.2% | +1.4% | -1.6% | -0.2% |
| 30D | -0.4% | +10.5% | -10.9% | -0.5% |
| 3M | -0.7% | +23.6% | -24.3% | -0.8% |
| 6M | -1.5% | +22.6% | -24.2% | -1.7% |
| YTD | -0.3% | +25.7% | -25.9% | -0.4% |
| 1Y | +1.3% | +51.4% | -50.1% | +1.0% |
| 3Y | +13.2% | +64.4% | -51.1% | +12.8% |
| 5Y | -1.4% | +22.1% | -23.6% | -2.0% |
| 10Y | +14.9% | +132.5% | -117.6% | +15.3% |
| All | +98.3% | +830.1% | -731.8% | +103.6% |
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