+1,068.2%
ALB vs IBB
+565.6%
+502.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | +0.3% |
| 7D | -3.6% | +1.6% | -5.2% | -4.6% |
| 30D | -2.9% | +6.7% | -9.6% | -7.3% |
| 3M | -25.8% | +6.3% | -32.2% | -29.5% |
| 6M | -53.6% | +23.9% | -77.5% | -60.3% |
| YTD | -32.4% | +26.6% | -59.0% | -43.0% |
| 1Y | -13.0% | +29.6% | -42.7% | -27.9% |
| 3Y | -15.0% | +86.1% | -101.1% | -43.1% |
| 5Y | -63.5% | +40.3% | -103.9% | -70.6% |
| 10Y | +34.7% | +128.1% | -93.4% | -20.3% |
| All | +1,068.2% | +565.6% | +502.7% | +180.6% |
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