+137.1%
IBB vs ALM
+2,221.4%
-2,084.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.3% | +2.5% |
| 7D | +2.7% | +0.7% | +2.0% | +2.7% |
| 30D | +6.3% | -26.1% | +32.4% | +7.2% |
| 3M | +11.1% | -38.1% | +49.2% | +12.4% |
| 6M | +29.2% | -55.4% | +84.6% | +31.5% |
| YTD | +30.2% | -0.4% | +30.6% | +29.5% |
| 1Y | +39.5% | +25.4% | +14.1% | +37.8% |
| 3Y | +92.3% | +907.8% | -815.4% | +78.1% |
| 5Y | +43.0% | +440.2% | -397.2% | +33.0% |
| 10Y | +137.1% | +2,031.1% | -1,894.0% | +108.6% |
| All | +137.1% | +2,221.4% | -2,084.3% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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