+123.1%
IBB vs RL
+337.1%
-213.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -0.5% | +2.6% | -3.1% | -1.1% |
| 30D | +4.6% | +2.9% | +1.6% | +3.9% |
| 3M | +6.8% | 0.0% | +6.8% | +6.7% |
| 6M | +23.1% | +17.1% | +6.0% | +18.3% |
| YTD | +26.0% | +10.1% | +15.9% | +22.3% |
| 1Y | +30.4% | +17.3% | +13.1% | +24.7% |
| 3Y | +85.4% | +249.3% | -163.9% | +37.9% |
| 5Y | +39.7% | +240.9% | -201.2% | +2.0% |
| All | +123.1% | +337.1% | -213.9% | +50.6% |
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