+278.9%
IBB vs ALM
+3,507.4%
-3,228.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.7% |
| 7D | -1.8% | -6.7% | +4.8% | -1.8% |
| 30D | +5.1% | -32.9% | +38.0% | +5.2% |
| 3M | +10.7% | -39.5% | +50.2% | +10.9% |
| 6M | +22.9% | -62.0% | +84.9% | +23.3% |
| YTD | +26.7% | -7.8% | +34.5% | +26.6% |
| 1Y | +35.1% | +26.7% | +8.4% | +34.8% |
| 3Y | +80.2% | +825.4% | -745.2% | +78.2% |
| 5Y | +37.8% | +401.2% | -363.4% | +36.4% |
| 10Y | +161.2% | +2,074.0% | -1,912.8% | +156.4% |
| All | +278.9% | +3,507.4% | -3,228.5% | +264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling