+35.1%
IBB vs BAH
+2.0%
+33.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +1.8% |
| 7D | -1.8% | -3.5% | +1.7% | -1.8% |
| 30D | +5.1% | +24.3% | -19.2% | +4.7% |
| 3M | +10.7% | +16.3% | -5.6% | +10.5% |
| 6M | +22.9% | +13.6% | +9.3% | +22.7% |
| YTD | +26.7% | +3.5% | +23.2% | +25.5% |
| 1Y | +35.1% | +2.7% | +32.4% | +34.4% |
| All | +35.1% | +2.0% | +33.1% | +34.4% |
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