+651.0%
IBB vs BAH
+1,056.2%
-405.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +2.8% |
| 7D | -1.8% | -3.5% | +1.7% | -1.0% |
| 30D | +5.1% | +24.3% | -19.2% | -0.6% |
| 3M | +10.7% | +16.3% | -5.6% | +6.2% |
| 6M | +22.9% | +13.6% | +9.3% | +17.7% |
| YTD | +26.7% | +3.5% | +23.2% | +22.6% |
| 1Y | +35.1% | +2.7% | +32.4% | +30.7% |
| 3Y | +80.2% | -26.6% | +106.8% | +84.5% |
| 5Y | +37.8% | +8.5% | +29.3% | +23.0% |
| 10Y | +161.2% | +225.1% | -63.9% | +61.5% |
| All | +651.0% | +1,056.2% | -405.3% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling