+541.7%
IBB vs RL
+1,690.9%
-1,149.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| 3M | +23.6% | -4.0% | +27.6% | +24.5% |
| 6M | +22.6% | -1.9% | +24.5% | +22.1% |
| YTD | +25.7% | -0.2% | +25.8% | +24.3% |
| 1Y | +51.4% | +10.7% | +40.7% | +45.3% |
| 3Y | +64.4% | +210.8% | -146.4% | +16.7% |
| 5Y | +22.1% | +238.2% | -216.1% | -17.7% |
| 10Y | +132.5% | +313.4% | -180.9% | +34.7% |
| All | +541.7% | +1,690.9% | -1,149.2% | +99.2% |
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 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