+650.3%
IBB vs BAH
+1,071.0%
-420.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | +1.6% | -3.2% | +4.9% | +2.4% |
| 30D | +6.7% | +19.5% | -12.8% | +1.9% |
| 3M | +6.3% | +11.1% | -4.8% | +3.2% |
| 6M | +23.9% | +16.3% | +7.6% | +18.0% |
| YTD | +26.6% | +4.8% | +21.8% | +22.2% |
| 1Y | +29.6% | +4.9% | +24.7% | +24.8% |
| 3Y | +86.1% | -27.0% | +113.1% | +91.1% |
| 5Y | +40.3% | +5.7% | +34.6% | +26.4% |
| 10Y | +128.1% | +201.0% | -72.9% | +44.3% |
| All | +650.3% | +1,071.0% | -420.7% | +220.8% |
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