+20.9%
IBB vs TCOM
+26.3%
-5.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -1.7% | -7.6% | +6.0% | -0.7% |
| 30D | +4.9% | -12.2% | +17.1% | +6.6% |
| 3M | +24.2% | -14.2% | +38.4% | +26.3% |
| 6M | +23.8% | -25.0% | +48.8% | +28.2% |
| YTD | +23.0% | -43.7% | +66.6% | +31.5% |
| 1Y | +46.2% | -44.5% | +90.7% | +56.5% |
| 3Y | +64.8% | +13.4% | +51.4% | +56.2% |
| 5Y | +20.9% | +26.5% | -5.6% | +6.5% |
| All | +20.9% | +26.3% | -5.4% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling