+51.4%
IBB vs IAG
+119.5%
-68.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | +1.4% | -0.5% | +2.0% | +1.4% |
| 30D | +10.5% | +28.9% | -18.4% | +6.9% |
| 3M | +23.6% | +19.1% | +4.5% | +20.2% |
| 6M | +22.6% | -10.3% | +32.9% | +22.0% |
| YTD | +25.7% | +24.2% | +1.5% | +21.4% |
| 1Y | +51.4% | +116.5% | -65.1% | +44.3% |
| All | +51.4% | +119.5% | -68.1% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling