+33.0%
ALB vs IBB
+130.8%
-97.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.3% |
| 7D | +5.3% | +0.8% | +4.5% | +4.2% |
| 30D | -6.3% | +5.2% | -11.4% | -10.6% |
| 3M | -27.4% | +8.6% | -36.0% | -33.1% |
| 6M | -53.1% | +27.8% | -80.9% | -62.6% |
| YTD | -32.3% | +28.8% | -61.1% | -46.5% |
| 1Y | -7.3% | +36.4% | -43.7% | -30.4% |
| 3Y | -14.9% | +89.3% | -104.3% | -50.1% |
| 5Y | -62.0% | +43.3% | -105.3% | -72.6% |
| 10Y | +33.0% | +130.6% | -97.6% | -27.4% |
| All | +33.0% | +130.8% | -97.7% | -27.4% |
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