+42.0%
IBB vs BAH
+6.2%
+35.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +2.6% |
| 7D | +2.2% | +5.8% | -3.6% | +2.1% |
| 30D | +6.3% | +28.7% | -22.4% | +5.9% |
| 3M | +16.3% | +20.9% | -4.6% | +16.1% |
| 6M | +30.0% | +15.2% | +14.8% | +29.7% |
| YTD | +31.1% | +7.1% | +24.1% | +29.8% |
| 1Y | +42.0% | +6.4% | +35.6% | +41.8% |
| All | +42.0% | +6.2% | +35.8% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling