+46.2%
IBB vs BAH
-27.4%
+73.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.1% |
| 7D | -1.7% | -4.3% | +2.7% | -1.5% |
| 30D | +4.9% | -4.5% | +9.3% | +5.0% |
| 3M | +24.2% | -7.6% | +31.8% | +24.4% |
| 6M | +23.8% | -10.6% | +34.4% | +24.2% |
| YTD | +23.0% | -12.6% | +35.5% | +22.4% |
| 1Y | +46.2% | -27.0% | +73.1% | +49.2% |
| All | +46.2% | -27.4% | +73.6% | +49.2% |
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