+18.7%
IRM vs IBB
+42.2%
-23.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.8% |
| 7D | +2.6% | +2.2% | +0.4% | +1.9% |
| 30D | +5.6% | +6.3% | -0.7% | +3.5% |
| 3M | -4.7% | +16.3% | -21.0% | -10.5% |
| 6M | -6.1% | +30.0% | -36.1% | -17.5% |
| YTD | +46.3% | +31.1% | +15.2% | +25.5% |
| 1Y | +18.7% | +42.0% | -23.3% | -6.5% |
| All | +18.7% | +42.2% | -23.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling