+137.1%
IBB vs ACM
+147.1%
-10.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +1.1% |
| 7D | +2.7% | +6.9% | -4.2% | +0.6% |
| 30D | +6.3% | +19.1% | -12.7% | +0.6% |
| 3M | +11.1% | -6.9% | +18.0% | +12.8% |
| 6M | +29.2% | -12.0% | +41.3% | +32.8% |
| YTD | +30.2% | -25.1% | +55.3% | +40.1% |
| 1Y | +39.5% | -45.4% | +84.9% | +66.8% |
| 3Y | +92.3% | -6.9% | +99.2% | +88.7% |
| 5Y | +43.0% | +3.7% | +39.2% | +34.0% |
| 10Y | +137.1% | +135.8% | +1.3% | +58.9% |
| All | +137.1% | +147.1% | -10.0% | +58.9% |
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