+24.5%
ALAB vs IBB
+42.2%
-17.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.1% | -6.4% |
| 7D | -24.9% | +2.2% | -27.1% | -26.1% |
| 30D | -38.4% | +6.3% | -44.7% | -41.1% |
| 3M | -38.3% | +16.3% | -54.6% | -46.1% |
| 6M | +10.9% | +30.0% | -19.0% | -14.2% |
| YTD | +34.2% | +31.1% | +3.1% | +2.1% |
| 1Y | +24.5% | +42.0% | -17.4% | -13.1% |
| All | +24.5% | +42.2% | -17.7% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling