+189.3%
ALAB vs IBB
+55.6%
+133.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -5.0% | -14.6% | -14.9% |
| 7D | -38.2% | -3.6% | -34.6% | -35.4% |
| 30D | -54.0% | +3.4% | -57.4% | -54.7% |
| 3M | -43.6% | +9.5% | -53.1% | -48.1% |
| 6M | -16.8% | +23.3% | -40.1% | -31.8% |
| YTD | +7.9% | +24.5% | -16.7% | -12.8% |
| 1Y | -1.4% | +32.9% | -34.3% | -24.9% |
| All | +189.3% | +55.6% | +133.8% | +92.3% |
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