+90.4%
IBB vs RL
+257.6%
-167.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | -1.4% | -4.4% | +3.0% | -0.4% |
| 30D | +6.8% | +5.6% | +1.2% | +5.5% |
| 3M | +9.2% | -0.6% | +9.9% | +9.2% |
| 6M | +28.3% | +15.5% | +12.9% | +23.6% |
| YTD | +29.4% | +12.3% | +17.0% | +24.7% |
| 1Y | +33.2% | +19.3% | +13.9% | +26.4% |
| All | +90.4% | +257.6% | -167.2% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling