+541.7%
IBB vs RVTY
+270.6%
+271.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +10.5% | +13.2% | -2.7% | +5.5% |
| 3M | +23.6% | +27.2% | -3.6% | +12.6% |
| 6M | +22.6% | +32.4% | -9.8% | +9.4% |
| YTD | +25.7% | +34.9% | -9.2% | +10.7% |
| 1Y | +51.4% | +52.4% | -1.0% | +27.0% |
| 3Y | +64.4% | +12.3% | +52.1% | +49.9% |
| 5Y | +22.1% | -30.8% | +53.0% | +30.6% |
| 10Y | +132.5% | +150.7% | -18.2% | +52.5% |
| All | +541.7% | +270.6% | +271.1% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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