+40.5%
IBB vs ALC
-9.1%
+49.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.7% |
| 7D | -0.5% | -1.1% | +0.6% | -0.1% |
| 30D | +4.6% | +16.0% | -11.5% | -1.8% |
| 3M | +6.8% | +0.8% | +6.0% | +6.2% |
| 6M | +23.1% | +16.8% | +6.3% | +14.7% |
| YTD | +26.0% | -5.5% | +31.5% | +27.3% |
| 1Y | +30.4% | -5.3% | +35.6% | +31.4% |
| 3Y | +85.4% | +4.1% | +81.4% | +74.4% |
| All | +40.5% | -9.1% | +49.6% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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