+215.9%
RRX vs IBB
+122.6%
+93.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +2.0% |
| 7D | +4.3% | -1.7% | +5.9% | +5.4% |
| 30D | -8.0% | +4.9% | -12.9% | -11.3% |
| 3M | -22.0% | +24.2% | -46.2% | -33.3% |
| 6M | -11.9% | +23.8% | -35.7% | -24.2% |
| YTD | +17.1% | +23.0% | -5.9% | +1.0% |
| 1Y | +14.9% | +46.2% | -31.3% | -11.9% |
| 3Y | +6.9% | +64.8% | -57.9% | -24.0% |
| 5Y | +19.6% | +20.9% | -1.4% | +1.0% |
| 10Y | +215.9% | +121.6% | +94.4% | +81.9% |
| All | +215.9% | +122.6% | +93.3% | +81.9% |
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