-92.7%
AIG vs IBB
+560.8%
-653.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.3% |
| 7D | -0.9% | +1.4% | -2.4% | -1.8% |
| 30D | -4.9% | +10.5% | -15.4% | -11.0% |
| 3M | +4.5% | +23.6% | -19.2% | -9.0% |
| 6M | -1.4% | +22.6% | -24.1% | -14.2% |
| YTD | -9.8% | +25.7% | -35.5% | -23.1% |
| 1Y | -4.5% | +51.4% | -55.9% | -27.9% |
| 3Y | +37.4% | +64.4% | -26.9% | -3.8% |
| 5Y | +55.0% | +22.1% | +32.8% | +28.4% |
| 10Y | +63.7% | +132.5% | -68.8% | -15.4% |
| All | -92.7% | +560.8% | -653.5% | -98.6% |
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