+97.3%
AGG vs IBB
+857.5%
-760.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | 0.0% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | +1.6% | +6.8% | -5.2% | +1.6% |
| 3M | -0.5% | +9.2% | -9.7% | -0.5% |
| 6M | -1.1% | +28.3% | -29.4% | -1.3% |
| YTD | -0.7% | +29.4% | -30.1% | -0.9% |
| 1Y | -0.7% | +33.2% | -33.8% | -0.9% |
| 3Y | +14.5% | +90.2% | -75.7% | +14.1% |
| 5Y | -0.9% | +44.0% | -44.9% | -1.5% |
| 10Y | +17.1% | +133.1% | -116.0% | +17.4% |
| All | +97.3% | +857.5% | -760.2% | +102.5% |
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