+124.1%
IBB vs ACGL
+322.9%
-198.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | +6.7% | +12.8% | -6.1% | +3.1% |
| 3M | +6.3% | +12.3% | -5.9% | +2.8% |
| 6M | +23.9% | +15.8% | +8.1% | +18.4% |
| YTD | +26.6% | +13.9% | +12.7% | +21.3% |
| 1Y | +29.6% | +19.0% | +10.6% | +22.6% |
| 3Y | +86.1% | +33.7% | +52.4% | +67.2% |
| 5Y | +40.3% | +173.4% | -133.0% | -1.3% |
| All | +124.1% | +322.9% | -198.8% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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