+165.9%
IBB vs ALLY
+101.5%
+64.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.7% | -4.7% |
| 7D | -3.6% | -1.1% | -2.5% | -3.4% |
| 30D | +3.4% | +4.2% | -0.8% | +2.2% |
| 3M | +9.5% | -12.4% | +21.9% | +13.1% |
| 6M | +23.3% | -8.7% | +32.0% | +25.7% |
| YTD | +24.5% | -11.6% | +36.2% | +27.6% |
| 1Y | +32.9% | +0.2% | +32.8% | +31.7% |
| 3Y | +76.6% | +57.1% | +19.5% | +52.4% |
| 5Y | +35.5% | -6.8% | +42.3% | +29.3% |
| 10Y | +156.7% | +200.4% | -43.6% | +58.3% |
| All | +165.9% | +101.5% | +64.5% | +89.4% |
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