+541.7%
IBB vs BB
-17.3%
+559.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.4% | -5.6% | +7.1% | +2.3% |
| 30D | +10.5% | -11.8% | +22.3% | +12.4% |
| 3M | +23.6% | -25.5% | +49.2% | +27.7% |
| 6M | +22.6% | +121.3% | -98.6% | +5.9% |
| YTD | +25.7% | +103.2% | -77.5% | +9.9% |
| 1Y | +51.4% | +102.6% | -51.3% | +31.5% |
| 3Y | +64.4% | +37.5% | +26.9% | +44.3% |
| 5Y | +22.1% | -30.4% | +52.6% | +15.5% |
| 10Y | +132.5% | 0.0% | +132.5% | +77.2% |
| All | +541.7% | -17.3% | +559.0% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling