+103.3%
RUN vs IBB
+139.6%
-36.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -6.1% |
| 7D | +18.1% | +2.7% | +15.4% | +12.4% |
| 30D | +27.5% | +6.3% | +21.2% | +15.4% |
| 3M | -4.5% | +11.1% | -15.6% | -19.4% |
| 6M | -33.3% | +29.2% | -62.6% | -54.7% |
| YTD | -47.1% | +30.2% | -77.3% | -64.9% |
| 1Y | -43.1% | +39.5% | -82.6% | -65.6% |
| 3Y | -3.0% | +92.3% | -95.3% | -60.4% |
| 5Y | -82.6% | +43.0% | -125.6% | -88.7% |
| 10Y | +103.3% | +137.1% | -33.8% | -7.6% |
| All | +103.3% | +139.6% | -36.3% | -7.6% |
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 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