+37.2%
IBB vs RRC
+110.6%
-73.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +2.0% |
| 7D | -1.8% | -10.8% | +9.0% | -0.8% |
| 30D | +5.1% | +22.3% | -17.3% | +2.8% |
| 3M | +10.7% | +26.6% | -15.9% | +7.8% |
| 6M | +22.9% | +18.9% | +4.0% | +20.3% |
| YTD | +26.7% | +39.2% | -12.5% | +21.3% |
| 1Y | +35.1% | +34.0% | +1.2% | +29.9% |
| 3Y | +80.2% | +42.0% | +38.2% | +70.1% |
| All | +37.2% | +110.6% | -73.4% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling