-69.7%
RAM vs IBB
+24.1%
-93.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.6% | -13.0% | -12.4% |
| 7D | -31.3% | +2.2% | -33.5% | -32.5% |
| 30D | -49.4% | +6.3% | -55.7% | -51.5% |
| 3M | -41.4% | +16.3% | -57.7% | -50.1% |
| All | -69.7% | +24.1% | -93.7% | -74.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling