+803.6%
IBB vs IAG
+377.5%
+426.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | +1.4% | -0.5% | +2.0% | +1.4% |
| 30D | +10.5% | +28.9% | -18.4% | +8.6% |
| 3M | +23.6% | +19.1% | +4.5% | +21.9% |
| 6M | +22.6% | -10.3% | +32.9% | +22.8% |
| YTD | +25.7% | +24.2% | +1.5% | +23.0% |
| 1Y | +51.4% | +116.5% | -65.1% | +42.7% |
| 3Y | +64.4% | +742.8% | -678.4% | +39.6% |
| 5Y | +22.1% | +753.3% | -731.2% | +1.4% |
| 10Y | +132.5% | +403.2% | -270.7% | +90.7% |
| All | +803.6% | +377.5% | +426.1% | +590.7% |
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