+89.4%
RSG vs IBB
+20.0%
+69.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -0.7% | -1.7% | +0.9% | -0.4% |
| 30D | +3.3% | +4.9% | -1.6% | +2.3% |
| 3M | +8.5% | +24.2% | -15.8% | +4.0% |
| 6M | -3.5% | +23.8% | -27.4% | -7.7% |
| YTD | +5.5% | +23.0% | -17.5% | +1.0% |
| 1Y | -1.7% | +46.2% | -47.9% | -9.6% |
| 3Y | +56.9% | +64.8% | -7.9% | +38.8% |
| 5Y | +89.4% | +20.9% | +68.5% | +69.6% |
| All | +89.4% | +20.0% | +69.4% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling