+257.6%
ALAB vs IBB
+57.4%
+200.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | +16.3% | -0.5% | +16.8% | +17.2% |
| 30D | -26.1% | +4.6% | -30.7% | -27.7% |
| 3M | -31.3% | +6.8% | -38.1% | -34.8% |
| 6M | -1.0% | +23.1% | -24.1% | -18.6% |
| YTD | +33.3% | +26.0% | +7.3% | +7.0% |
| 1Y | +53.5% | +30.4% | +23.2% | +19.5% |
| All | +257.6% | +57.4% | +200.2% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling