+129.0%
IBB vs IAG
+390.5%
-261.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -1.7% | +4.3% | -5.9% | -2.0% |
| 30D | +4.9% | +9.8% | -4.9% | +4.1% |
| 3M | +24.2% | +28.9% | -4.7% | +21.7% |
| 6M | +23.8% | -7.6% | +31.4% | +23.7% |
| YTD | +23.0% | +22.0% | +1.0% | +20.3% |
| 1Y | +46.2% | +99.5% | -53.3% | +38.2% |
| 3Y | +64.8% | +818.3% | -753.4% | +38.5% |
| 5Y | +20.9% | +785.9% | -765.0% | -0.5% |
| All | +129.0% | +390.5% | -261.4% | +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