+2,758.0%
IRM vs IBB
+560.8%
+2,197.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | -0.5% | +1.4% | -1.9% | -1.1% |
| 30D | -8.1% | +10.5% | -18.6% | -12.0% |
| 3M | -9.7% | +23.6% | -33.3% | -17.6% |
| 6M | +10.0% | +22.6% | -12.6% | +0.6% |
| YTD | +43.0% | +25.7% | +17.3% | +29.4% |
| 1Y | +32.7% | +51.4% | -18.7% | +11.2% |
| 3Y | +102.7% | +64.4% | +38.3% | +63.5% |
| 5Y | +187.6% | +22.1% | +165.4% | +158.4% |
| 10Y | +420.1% | +132.5% | +287.6% | +250.0% |
| All | +2,758.0% | +560.8% | +2,197.2% | +862.1% |
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