+564.9%
IBB vs RVTY
+357.6%
+207.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +1.5% |
| 7D | +2.7% | +6.0% | -3.3% | +0.4% |
| 30D | +6.3% | +4.3% | +2.0% | +4.5% |
| 3M | +11.1% | +40.2% | -29.2% | -2.5% |
| 6M | +29.2% | +59.3% | -30.1% | +7.7% |
| YTD | +30.2% | +66.5% | -36.3% | +5.6% |
| 1Y | +39.5% | +77.5% | -38.0% | +10.3% |
| 3Y | +92.3% | +92.5% | -0.1% | +44.4% |
| 5Y | +43.0% | -6.8% | +49.8% | +36.4% |
| 10Y | +137.1% | +225.4% | -88.3% | +40.7% |
| All | +564.9% | +357.6% | +207.3% | +256.6% |
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