+89.3%
IBB vs TCOM
+32.5%
+56.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.8% | +6.5% | -5.7% | +0.1% |
| 30D | +5.2% | +13.3% | -8.1% | +3.7% |
| 3M | +8.6% | -6.5% | +15.0% | +9.2% |
| 6M | +27.8% | -16.3% | +44.1% | +30.0% |
| YTD | +28.8% | -38.7% | +67.5% | +34.8% |
| 1Y | +36.4% | -40.1% | +76.5% | +43.1% |
| 3Y | +89.3% | +30.6% | +58.7% | +82.4% |
| All | +89.3% | +32.5% | +56.9% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling