+40.3%
IBB vs ACM
+3.9%
+36.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +1.6% | +5.1% | -3.4% | +0.1% |
| 30D | +6.7% | +18.7% | -12.0% | +1.2% |
| 3M | +6.3% | +15.5% | -9.1% | +1.2% |
| 6M | +23.9% | +1.2% | +22.7% | +22.1% |
| YTD | +26.6% | -25.2% | +51.8% | +37.4% |
| 1Y | +29.6% | -46.3% | +75.9% | +61.2% |
| 3Y | +86.1% | -9.6% | +95.6% | +78.2% |
| 5Y | +40.3% | +4.4% | +35.9% | +22.9% |
| All | +40.3% | +3.9% | +36.5% | +22.9% |
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 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