+20.9%
IBB vs RNG
-70.8%
+91.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.6% |
| 7D | -1.7% | -0.8% | -0.8% | -1.6% |
| 30D | +4.9% | +11.4% | -6.5% | +3.2% |
| 3M | +24.2% | +72.1% | -47.9% | +14.3% |
| 6M | +23.8% | +67.9% | -44.1% | +13.3% |
| YTD | +23.0% | +144.3% | -121.4% | +4.6% |
| 1Y | +46.2% | +117.5% | -71.4% | +26.3% |
| 3Y | +64.8% | +123.9% | -59.1% | +36.9% |
| 5Y | +20.9% | -70.1% | +91.0% | +32.2% |
| All | +20.9% | -70.8% | +91.7% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling