+124.1%
IBB vs ALM
+1,942.8%
-1,818.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -2.0% |
| 7D | +1.6% | -4.0% | +5.7% | +1.8% |
| 30D | +6.7% | -30.5% | +37.2% | +7.8% |
| 3M | +6.3% | -46.9% | +53.2% | +8.1% |
| 6M | +23.9% | -65.5% | +89.4% | +27.1% |
| YTD | +26.6% | -13.4% | +40.0% | +26.4% |
| 1Y | +29.6% | +9.8% | +19.9% | +28.5% |
| 3Y | +86.1% | +783.1% | -697.0% | +72.8% |
| 5Y | +40.3% | +378.3% | -337.9% | +30.9% |
| All | +124.1% | +1,942.8% | -1,818.7% | +96.0% |
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