+128.0%
IBB vs BAH
+185.0%
-57.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +1.4% | -3.2% | +4.7% | +2.1% |
| 30D | +10.5% | +2.0% | +8.5% | +10.0% |
| 3M | +23.6% | -7.6% | +31.3% | +25.4% |
| 6M | +22.6% | -5.7% | +28.3% | +23.1% |
| YTD | +25.7% | -11.7% | +37.4% | +26.9% |
| 1Y | +51.4% | -27.4% | +78.7% | +60.1% |
| 3Y | +64.4% | -32.5% | +96.9% | +70.1% |
| 5Y | +22.1% | -3.3% | +25.5% | +10.4% |
| All | +128.0% | +185.0% | -57.0% | +44.6% |
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