+212.8%
IBB vs RNG
+343.0%
-130.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.3% |
| 7D | +1.6% | +2.3% | -0.6% | +1.2% |
| 30D | +6.7% | -3.4% | +10.1% | +7.2% |
| 3M | +6.3% | +20.9% | -14.6% | +2.3% |
| 6M | +23.9% | +82.2% | -58.3% | +8.9% |
| YTD | +26.6% | +164.6% | -138.1% | +0.8% |
| 1Y | +29.6% | +177.0% | -147.4% | +2.1% |
| 3Y | +86.1% | +177.4% | -91.3% | +40.2% |
| 5Y | +40.3% | -72.3% | +112.7% | +61.2% |
| 10Y | +128.1% | +238.9% | -110.9% | +27.3% |
| All | +212.8% | +343.0% | -130.3% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling