+546.9%
IBB vs RVTY
+341.6%
+205.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.7% |
| 7D | -1.8% | -1.2% | -0.6% | -1.5% |
| 30D | +5.1% | +1.0% | +4.0% | +4.5% |
| 3M | +10.7% | +35.8% | -25.1% | -1.6% |
| 6M | +22.9% | +56.7% | -33.8% | +3.0% |
| YTD | +26.7% | +60.7% | -34.0% | +4.1% |
| 1Y | +35.1% | +73.7% | -38.6% | +7.7% |
| 3Y | +80.2% | +82.8% | -2.6% | +37.8% |
| 5Y | +37.8% | -7.0% | +44.9% | +31.6% |
| 10Y | +161.2% | +212.3% | -51.1% | +57.4% |
| All | +546.9% | +341.6% | +205.3% | +251.5% |
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