+826.0%
IBB vs IAG
+331.8%
+494.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.6% | -0.6% |
| 7D | +0.8% | +16.8% | -16.1% | -0.3% |
| 30D | +5.2% | -1.5% | +6.7% | +5.1% |
| 3M | +8.6% | +0.5% | +8.1% | +8.3% |
| 6M | +27.8% | -1.0% | +28.8% | +27.3% |
| YTD | +28.8% | +12.3% | +16.5% | +26.7% |
| 1Y | +36.4% | +39.2% | -2.8% | +32.2% |
| 3Y | +89.3% | +712.3% | -622.9% | +61.2% |
| 5Y | +43.3% | +484.2% | -441.0% | +21.7% |
| 10Y | +130.6% | +382.3% | -251.6% | +90.1% |
| All | +826.0% | +331.8% | +494.3% | +611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling