+89.3%
IBB vs RNG
+178.5%
-89.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +0.8% | -6.0% | +6.8% | +1.4% |
| 30D | +5.2% | -7.4% | +12.5% | +5.8% |
| 3M | +8.6% | +14.6% | -6.0% | +7.2% |
| 6M | +27.8% | +61.5% | -33.7% | +21.8% |
| YTD | +28.8% | +155.7% | -126.9% | +14.6% |
| 1Y | +36.4% | +172.5% | -136.1% | +20.1% |
| 3Y | +89.3% | +168.0% | -78.7% | +65.3% |
| All | +89.3% | +178.5% | -89.2% | +65.3% |
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