+22.4%
IBB vs ACGL
+161.8%
-139.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +1.4% | -0.7% | +2.2% | +1.6% |
| 30D | +10.5% | -1.0% | +11.5% | +10.7% |
| 3M | +23.6% | +11.0% | +12.6% | +20.5% |
| 6M | +22.6% | -0.3% | +23.0% | +22.4% |
| YTD | +25.7% | +2.3% | +23.4% | +24.5% |
| 1Y | +51.4% | +6.4% | +45.0% | +48.3% |
| 3Y | +64.4% | +34.0% | +30.4% | +49.0% |
| All | +22.4% | +161.8% | -139.4% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling