+137.1%
IBB vs RRC
+63.1%
+74.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | +2.7% | -10.3% | +13.0% | +3.8% |
| 30D | +6.3% | +19.5% | -13.1% | +4.2% |
| 3M | +11.1% | +27.9% | -16.9% | +8.0% |
| 6M | +29.2% | +21.2% | +8.1% | +26.2% |
| YTD | +30.2% | +39.6% | -9.3% | +24.9% |
| 1Y | +39.5% | +31.3% | +8.2% | +34.6% |
| 3Y | +92.3% | +51.9% | +40.4% | +81.1% |
| 5Y | +43.0% | +110.2% | -67.2% | +26.9% |
| 10Y | +137.1% | +56.7% | +80.4% | +86.3% |
| All | +137.1% | +63.1% | +74.0% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling