+168.4%
IBB vs ALLY
+124.8%
+43.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.4% | +3.7% | -2.3% | +0.5% |
| 30D | +10.5% | -2.3% | +12.7% | +11.1% |
| 3M | +23.6% | +3.8% | +19.8% | +22.2% |
| 6M | +22.6% | +9.7% | +12.9% | +19.2% |
| YTD | +25.7% | -1.4% | +27.1% | +25.3% |
| 1Y | +51.4% | +8.2% | +43.1% | +46.9% |
| 3Y | +64.4% | +66.5% | -2.1% | +39.6% |
| 5Y | +22.1% | +1.2% | +20.9% | +13.9% |
| 10Y | +132.5% | +191.4% | -59.0% | +46.9% |
| All | +168.4% | +124.8% | +43.5% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling