+121.6%
IBB vs ACM
+128.0%
-6.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +4.9% | -12.9% | +17.8% | +9.1% |
| 3M | +24.2% | -6.4% | +30.6% | +25.8% |
| 6M | +23.8% | -29.2% | +53.1% | +37.1% |
| YTD | +23.0% | -29.9% | +52.9% | +35.6% |
| 1Y | +46.2% | -47.3% | +93.4% | +77.3% |
| 3Y | +64.8% | -19.6% | +84.4% | +70.0% |
| 5Y | +20.9% | +5.5% | +15.4% | +12.3% |
| 10Y | +121.6% | +129.7% | -8.1% | +39.4% |
| All | +121.6% | +128.0% | -6.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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