+22.4%
IBB vs RL
+238.1%
-215.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | +10.5% | -7.8% | +18.3% | +12.6% |
| 3M | +23.6% | -4.0% | +27.6% | +24.4% |
| 6M | +22.6% | -1.9% | +24.5% | +22.1% |
| YTD | +25.7% | -0.2% | +25.8% | +24.2% |
| 1Y | +51.4% | +10.7% | +40.7% | +45.3% |
| 3Y | +64.4% | +210.8% | -146.4% | +16.1% |
| All | +22.4% | +238.1% | -215.7% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling