+444.4%
RSG vs IBB
+133.2%
+311.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.6% | -1.4% | +3.0% | +1.9% |
| 30D | +13.5% | +6.8% | +6.7% | +11.2% |
| 3M | +16.3% | +9.2% | +7.1% | +13.1% |
| 6M | +26.9% | +28.3% | -1.5% | +17.6% |
| YTD | +19.1% | +29.4% | -10.3% | +9.7% |
| 1Y | +21.8% | +33.2% | -11.3% | +11.2% |
| 3Y | +63.5% | +90.2% | -26.7% | +31.7% |
| 5Y | +98.6% | +44.0% | +54.6% | +73.2% |
| 10Y | +444.4% | +133.1% | +311.3% | +294.1% |
| All | +444.4% | +133.2% | +311.2% | +294.1% |
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 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