+35.5%
IBB vs ACGL
+174.7%
-139.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -3.6% | +6.4% | -10.0% | -4.9% |
| 30D | +3.4% | +16.6% | -13.2% | -0.1% |
| 3M | +9.5% | +11.6% | -2.1% | +6.8% |
| 6M | +23.3% | +17.5% | +5.8% | +18.6% |
| YTD | +24.5% | +15.3% | +9.3% | +20.0% |
| 1Y | +32.9% | +26.3% | +6.6% | +25.3% |
| 3Y | +76.6% | +35.9% | +40.6% | +61.0% |
| 5Y | +35.5% | +168.2% | -132.7% | -4.6% |
| All | +35.5% | +174.7% | -139.2% | -4.6% |
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 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