+481.1%
IRM vs IBB
+139.6%
+341.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +2.8% |
| 7D | -3.8% | +2.7% | -6.5% | -4.7% |
| 30D | -3.2% | +6.3% | -9.5% | -5.7% |
| 3M | -7.8% | +11.1% | -18.9% | -12.4% |
| 6M | -12.7% | +29.2% | -41.9% | -23.0% |
| YTD | +36.7% | +30.2% | +6.5% | +20.0% |
| 1Y | +10.0% | +39.5% | -29.4% | -6.4% |
| 3Y | +107.2% | +92.3% | +14.9% | +50.9% |
| 5Y | +181.6% | +43.0% | +138.6% | +129.4% |
| 10Y | +481.1% | +137.1% | +344.0% | +279.0% |
| All | +481.1% | +139.6% | +341.5% | +279.0% |
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