+64.8%
IBB vs RNG
+120.7%
-55.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.8% |
| 7D | -1.7% | -0.8% | -0.8% | -1.6% |
| 30D | +4.9% | +11.4% | -6.5% | +3.8% |
| 3M | +24.2% | +72.1% | -47.9% | +17.5% |
| 6M | +23.8% | +67.9% | -44.1% | +16.6% |
| YTD | +23.0% | +144.3% | -121.4% | +9.3% |
| 1Y | +46.2% | +117.5% | -71.4% | +31.8% |
| 3Y | +64.8% | +123.9% | -59.1% | +41.9% |
| All | +64.8% | +120.7% | -55.8% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling