+22.4%
IBB vs ACM
+5.0%
+17.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.4% | -3.7% | +5.2% | +2.6% |
| 30D | +10.5% | -11.1% | +21.6% | +14.2% |
| 3M | +23.6% | -8.0% | +31.6% | +25.9% |
| 6M | +22.6% | -29.7% | +52.3% | +36.9% |
| YTD | +25.7% | -29.4% | +55.0% | +38.8% |
| 1Y | +51.4% | -46.4% | +97.8% | +85.9% |
| 3Y | +64.4% | -22.3% | +86.7% | +68.4% |
| All | +22.4% | +5.0% | +17.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling