+137.1%
IBB vs BAH
+218.8%
-81.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.4% |
| 7D | +2.7% | -1.5% | +4.2% | +3.0% |
| 30D | +6.3% | +17.3% | -10.9% | +2.6% |
| 3M | +11.1% | +14.9% | -3.8% | +7.4% |
| 6M | +29.2% | +14.2% | +15.0% | +24.4% |
| YTD | +30.2% | +5.1% | +25.1% | +26.2% |
| 1Y | +39.5% | +2.1% | +37.4% | +35.9% |
| 3Y | +92.3% | -26.0% | +118.3% | +96.3% |
| 5Y | +43.0% | +9.0% | +34.0% | +26.6% |
| 10Y | +137.1% | +208.8% | -71.7% | +47.6% |
| All | +137.1% | +218.8% | -81.7% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling