+66.8%
IBB vs RRC
+31.1%
+35.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.4% | +1.3% | +0.1% | +1.3% |
| 30D | +10.5% | +10.1% | +0.4% | +9.2% |
| 3M | +23.6% | +4.0% | +19.6% | +22.9% |
| 6M | +22.6% | +1.6% | +21.0% | +21.8% |
| YTD | +25.7% | +19.7% | +6.0% | +21.3% |
| 1Y | +51.4% | +21.4% | +30.0% | +45.4% |
| All | +66.8% | +31.1% | +35.7% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling