+417.1%
IRM vs IBB
+122.6%
+294.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.3% |
| 7D | +1.6% | -1.7% | +3.3% | +2.3% |
| 30D | -4.2% | +4.9% | -9.1% | -6.5% |
| 3M | -5.4% | +24.2% | -29.6% | -14.8% |
| 6M | +12.0% | +23.8% | -11.8% | +1.0% |
| YTD | +42.0% | +23.0% | +19.1% | +28.3% |
| 1Y | +29.9% | +46.2% | -16.3% | +8.5% |
| 3Y | +104.4% | +64.8% | +39.5% | +60.6% |
| 5Y | +191.0% | +20.9% | +170.1% | +154.1% |
| 10Y | +417.1% | +121.6% | +295.5% | +261.7% |
| All | +417.1% | +122.6% | +294.5% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling