+120.3%
IBB vs RNG
+226.3%
-105.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -3.9% | -4.1% | +0.2% | -3.3% |
| 30D | +2.7% | +8.6% | -5.9% | +1.2% |
| 3M | +21.4% | +78.0% | -56.6% | +8.9% |
| 6M | +20.1% | +67.0% | -47.0% | +7.7% |
| YTD | +21.9% | +142.4% | -120.6% | +0.4% |
| 1Y | +44.1% | +120.4% | -76.3% | +20.3% |
| 3Y | +63.4% | +122.1% | -58.8% | +30.8% |
| 5Y | +19.8% | -69.8% | +89.6% | +33.9% |
| All | +120.3% | +226.3% | -105.9% | +37.8% |
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