+2,525.4%
IRM vs IBB
+566.2%
+1,959.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.3% |
| 7D | -8.6% | -1.8% | -6.8% | -7.7% |
| 30D | -8.0% | +5.1% | -13.0% | -9.7% |
| 3M | -12.0% | +10.7% | -22.7% | -15.8% |
| 6M | -18.2% | +22.9% | -41.0% | -25.2% |
| YTD | +31.4% | +26.7% | +4.7% | +18.5% |
| 1Y | +9.2% | +35.1% | -25.9% | -4.1% |
| 3Y | +94.6% | +80.2% | +14.4% | +51.3% |
| 5Y | +170.2% | +37.8% | +132.3% | +132.0% |
| 10Y | +464.3% | +161.2% | +303.1% | +263.6% |
| All | +2,525.4% | +566.2% | +1,959.2% | +781.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling