+151.7%
IBB vs ACGL
+337.7%
-186.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.5% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | +5.1% | +13.7% | -8.7% | +1.3% |
| 3M | +10.7% | +8.0% | +2.7% | +8.1% |
| 6M | +22.9% | +13.3% | +9.6% | +18.2% |
| YTD | +26.7% | +11.8% | +14.9% | +22.0% |
| 1Y | +35.1% | +22.2% | +12.9% | +26.7% |
| 3Y | +80.2% | +32.5% | +47.7% | +62.2% |
| 5Y | +37.8% | +160.2% | -122.3% | -1.7% |
| All | +151.7% | +337.7% | -186.0% | +34.7% |
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