+417.0%
RSG vs IBB
+125.2%
+291.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -1.8% | -5.2% | +3.4% | -0.4% |
| 30D | +2.8% | +1.5% | +1.3% | +2.3% |
| 3M | +4.3% | +22.1% | -17.8% | -1.5% |
| 6M | -0.5% | +17.7% | -18.3% | -5.4% |
| YTD | +5.2% | +20.2% | -14.9% | -0.7% |
| 1Y | -2.1% | +44.4% | -46.6% | -12.6% |
| 3Y | +56.5% | +61.1% | -4.6% | +33.4% |
| 5Y | +89.5% | +18.5% | +71.0% | +76.3% |
| All | +417.0% | +125.2% | +291.8% | +287.7% |
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