+137.1%
IBB vs RL
+397.7%
-260.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.1% | +1.5% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +6.3% | +7.3% | -1.0% | +4.7% |
| 3M | +11.1% | +1.0% | +10.0% | +10.6% |
| 6M | +29.2% | +11.8% | +17.5% | +25.4% |
| YTD | +30.2% | +13.6% | +16.6% | +25.5% |
| 1Y | +39.5% | +24.0% | +15.4% | +31.8% |
| 3Y | +92.3% | +256.6% | -164.2% | +42.3% |
| 5Y | +43.0% | +240.2% | -197.2% | +4.2% |
| 10Y | +137.1% | +373.0% | -235.9% | +59.2% |
| All | +137.1% | +397.7% | -260.6% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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