+249.6%
ALAB vs IBB
+62.7%
+187.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.8% | +10.9% | +11.0% |
| 7D | -5.6% | +2.7% | -8.3% | -6.8% |
| 30D | -36.6% | +6.3% | -43.0% | -39.1% |
| 3M | -35.1% | +11.1% | -46.2% | -40.8% |
| 6M | +8.5% | +29.2% | -20.7% | -14.8% |
| YTD | +30.4% | +30.2% | +0.1% | +1.3% |
| 1Y | +31.0% | +39.5% | -8.4% | -4.5% |
| All | +249.6% | +62.7% | +187.0% | +123.4% |
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