+33.2%
IBB vs BAH
+2.3%
+30.9%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -1.4% | -1.6% | +0.2% | -1.3% |
| 30D | +6.8% | +18.0% | -11.2% | +6.5% |
| 3M | +9.2% | +11.4% | -2.2% | +9.0% |
| 6M | +28.3% | +17.7% | +10.7% | +28.1% |
| YTD | +29.4% | +5.4% | +24.0% | +27.9% |
| 1Y | +33.2% | +2.8% | +30.4% | +32.0% |
| All | +33.2% | +2.3% | +30.9% | +32.0% |
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