+541.7%
IBB vs RRC
+928.6%
-386.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.4% | +1.3% | +0.1% | +1.2% |
| 30D | +10.5% | +10.1% | +0.4% | +8.8% |
| 3M | +23.6% | +4.0% | +19.6% | +22.6% |
| 6M | +22.6% | +1.6% | +21.0% | +21.7% |
| YTD | +25.7% | +19.7% | +6.0% | +21.4% |
| 1Y | +51.4% | +21.4% | +30.0% | +45.5% |
| 3Y | +64.4% | +29.7% | +34.7% | +53.9% |
| 5Y | +22.1% | +153.9% | -131.7% | -2.4% |
| 10Y | +132.5% | +10.8% | +121.7% | +86.6% |
| All | +541.7% | +928.6% | -386.9% | +107.0% |
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 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