+546.9%
IBB vs RRC
+1,096.0%
-549.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +2.2% |
| 7D | -1.8% | -10.8% | +9.0% | -0.1% |
| 30D | +5.1% | +22.3% | -17.3% | +1.4% |
| 3M | +10.7% | +26.6% | -15.9% | +6.1% |
| 6M | +22.9% | +18.9% | +4.0% | +18.7% |
| YTD | +26.7% | +39.2% | -12.5% | +18.9% |
| 1Y | +35.1% | +34.0% | +1.2% | +27.5% |
| 3Y | +80.2% | +42.0% | +38.2% | +65.8% |
| 5Y | +37.8% | +111.9% | -74.0% | +13.8% |
| 10Y | +161.2% | +62.8% | +98.4% | +94.7% |
| All | +546.9% | +1,096.0% | -549.1% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling