+124.1%
IBB vs IAG
+384.2%
-260.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.1% | +3.0% | -1.8% |
| 7D | +1.6% | -2.1% | +3.7% | +1.8% |
| 30D | +6.7% | -6.2% | +12.9% | +7.0% |
| 3M | +6.3% | -5.1% | +11.5% | +6.5% |
| 6M | +23.9% | -10.0% | +33.9% | +24.2% |
| YTD | +26.6% | +3.9% | +22.6% | +25.0% |
| 1Y | +29.6% | +18.9% | +10.8% | +26.9% |
| 3Y | +86.1% | +651.8% | -565.7% | +58.3% |
| 5Y | +40.3% | +416.3% | -375.9% | +18.8% |
| All | +124.1% | +384.2% | -260.1% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling