+85.4%
IBB vs BAH
-26.8%
+112.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | +4.6% | +20.8% | -16.2% | +2.8% |
| 3M | +6.8% | +11.6% | -4.7% | +5.7% |
| 6M | +23.1% | +23.1% | 0.0% | +20.7% |
| YTD | +26.0% | +5.3% | +20.8% | +24.5% |
| 1Y | +30.4% | +6.1% | +24.2% | +28.5% |
| 3Y | +85.4% | -27.5% | +112.9% | +89.7% |
| All | +85.4% | -26.8% | +112.3% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling