+23.9%
IBB vs RNG
+72.5%
-48.6%
-7.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.2% |
| 7D | +1.6% | +2.3% | -0.6% | +1.5% |
| 30D | +6.7% | -3.4% | +10.1% | +6.8% |
| 3M | +6.3% | +20.9% | -14.6% | +6.7% |
| 6M | +23.9% | +82.2% | -58.3% | +24.7% |
| All | +23.9% | +72.5% | -48.6% | +24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling