+23.3%
IBB vs RL
+7.4%
+15.9%
-7.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.3% | +2.3% | -3.7% |
| 7D | -3.6% | -4.7% | +1.1% | -2.6% |
| 30D | +3.4% | +3.6% | -0.2% | +3.3% |
| 3M | +9.5% | +0.5% | +8.9% | +9.7% |
| 6M | +23.3% | +6.6% | +16.7% | +22.1% |
| All | +23.3% | +7.4% | +15.9% | +22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling