+74.0%
ALB vs IBB
+129.6%
-55.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -3.7% |
| 7D | -8.1% | +1.4% | -9.5% | -9.1% |
| 30D | +6.3% | +10.5% | -4.2% | -2.6% |
| 3M | -23.6% | +23.6% | -47.2% | -36.5% |
| 6M | -24.6% | +22.6% | -47.2% | -37.4% |
| YTD | -10.3% | +25.7% | -35.9% | -26.6% |
| 1Y | +61.5% | +51.4% | +10.1% | +12.8% |
| 3Y | -34.0% | +64.4% | -98.3% | -55.7% |
| 5Y | -44.6% | +22.1% | -66.7% | -54.6% |
| All | +74.0% | +129.6% | -55.6% | +5.8% |
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