+448.0%
RSG vs IBB
+126.8%
+321.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +12.7% | +4.6% | +8.2% | +11.1% |
| 3M | +17.9% | +6.8% | +11.1% | +15.3% |
| 6M | +25.0% | +23.1% | +1.9% | +17.2% |
| YTD | +20.8% | +26.0% | -5.2% | +12.1% |
| 1Y | +24.3% | +30.4% | -6.1% | +14.1% |
| 3Y | +65.3% | +85.4% | -20.2% | +34.0% |
| 5Y | +99.1% | +39.7% | +59.3% | +75.0% |
| All | +448.0% | +126.8% | +321.2% | +299.8% |
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