+535.8%
IBB vs RL
+1,852.4%
-1,316.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.3% | +2.3% | -3.1% |
| 7D | -3.6% | -4.7% | +1.1% | -2.4% |
| 30D | +3.4% | +3.6% | -0.2% | +2.4% |
| 3M | +9.5% | +0.5% | +8.9% | +9.1% |
| 6M | +23.3% | +6.6% | +16.7% | +20.2% |
| YTD | +24.5% | +8.8% | +15.7% | +20.3% |
| 1Y | +32.9% | +21.8% | +11.2% | +24.4% |
| 3Y | +76.6% | +245.8% | -169.3% | +21.9% |
| 5Y | +35.5% | +230.0% | -194.5% | -7.7% |
| 10Y | +156.7% | +369.4% | -212.7% | +43.6% |
| All | +535.8% | +1,852.4% | -1,316.5% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling