+546.9%
IBB vs ACGL
+6,450.8%
-5,903.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.6% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | +5.1% | +13.7% | -8.7% | +0.9% |
| 3M | +10.7% | +8.0% | +2.7% | +7.9% |
| 6M | +22.9% | +13.3% | +9.6% | +17.7% |
| YTD | +26.7% | +11.8% | +14.9% | +21.5% |
| 1Y | +35.1% | +22.2% | +12.9% | +26.0% |
| 3Y | +80.2% | +32.5% | +47.7% | +60.9% |
| 5Y | +37.8% | +160.2% | -122.3% | -2.6% |
| 10Y | +161.2% | +338.5% | -177.3% | +47.9% |
| All | +546.9% | +6,450.8% | -5,903.9% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling