+121.6%
IBB vs BB
+3.3%
+118.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.5% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | +4.9% | -12.4% | +17.2% | +6.5% |
| 3M | +24.2% | -15.3% | +39.5% | +25.7% |
| 6M | +23.8% | +128.8% | -104.9% | +7.7% |
| YTD | +23.0% | +107.7% | -84.7% | +8.3% |
| 1Y | +46.2% | +103.9% | -57.7% | +28.3% |
| 3Y | +64.8% | +72.6% | -7.8% | +41.7% |
| 5Y | +20.9% | -24.3% | +45.2% | +13.0% |
| 10Y | +121.6% | +3.1% | +118.4% | +65.8% |
| All | +121.6% | +3.3% | +118.3% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling