+37.9%
IBB vs ACGL
+21.8%
+16.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.7% |
| 7D | +2.7% | -1.1% | +3.8% | +2.7% |
| 30D | +6.3% | +13.1% | -6.8% | +5.4% |
| 3M | +11.1% | +9.8% | +1.3% | +10.4% |
| 6M | +29.2% | +15.3% | +14.0% | +27.5% |
| YTD | +30.2% | +12.7% | +17.5% | +27.8% |
| All | +37.9% | +21.8% | +16.1% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling