+85.4%
IBB vs ALM
+909.2%
-823.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.2% | -0.8% |
| 7D | -0.5% | +1.2% | -1.8% | -0.6% |
| 30D | +4.6% | -19.3% | +23.9% | +5.4% |
| 3M | +6.8% | -40.6% | +47.5% | +8.8% |
| 6M | +23.1% | -57.9% | +81.0% | +26.6% |
| YTD | +26.0% | -6.7% | +32.7% | +25.8% |
| 1Y | +30.4% | +20.2% | +10.2% | +29.0% |
| 3Y | +85.4% | +879.4% | -794.0% | +70.6% |
| All | +85.4% | +909.2% | -823.8% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling