+123.1%
IBB vs ALLY
+174.3%
-51.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +4.6% | +5.2% | -0.7% | +3.2% |
| 3M | +6.8% | -13.3% | +20.1% | +10.4% |
| 6M | +23.1% | -6.7% | +29.8% | +24.7% |
| YTD | +26.0% | -12.8% | +38.9% | +29.3% |
| 1Y | +30.4% | +0.7% | +29.7% | +29.1% |
| 3Y | +85.4% | +65.2% | +20.2% | +60.0% |
| 5Y | +39.7% | -10.1% | +49.9% | +34.8% |
| All | +123.1% | +174.3% | -51.2% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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