+123.1%
IBB vs RNG
+234.5%
-111.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -0.5% | +4.6% | -5.1% | -1.3% |
| 30D | +4.6% | +0.4% | +4.1% | +4.4% |
| 3M | +6.8% | +11.4% | -4.6% | +4.6% |
| 6M | +23.1% | +95.7% | -72.6% | +8.0% |
| YTD | +26.0% | +162.9% | -136.9% | +2.2% |
| 1Y | +30.4% | +180.3% | -149.9% | +4.3% |
| 3Y | +85.4% | +188.3% | -102.9% | +41.6% |
| 5Y | +39.7% | -72.5% | +112.3% | +61.0% |
| All | +123.1% | +234.5% | -111.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling