+31.4%
ALB vs IBB
+156.3%
-124.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.5% |
| 7D | +9.1% | -1.8% | +10.9% | +10.4% |
| 30D | -3.4% | +5.1% | -8.5% | -7.7% |
| 3M | -20.6% | +10.7% | -31.3% | -27.9% |
| 6M | -48.2% | +22.9% | -71.1% | -57.2% |
| YTD | -29.2% | +26.7% | -55.9% | -43.0% |
| 1Y | +10.0% | +35.1% | -25.1% | -16.1% |
| 3Y | -12.9% | +80.2% | -93.1% | -46.2% |
| 5Y | -61.3% | +37.8% | -99.1% | -71.1% |
| All | +31.4% | +156.3% | -124.9% | -21.2% |
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