+872.2%
IBB vs TCOM
+2,843.2%
-1,971.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.0% |
| 7D | +1.6% | -1.4% | +3.0% | +1.9% |
| 30D | +6.7% | +11.5% | -4.8% | +4.8% |
| 3M | +6.3% | -5.2% | +11.5% | +7.1% |
| 6M | +23.9% | -16.9% | +40.8% | +26.9% |
| YTD | +26.6% | -39.9% | +66.5% | +35.8% |
| 1Y | +29.6% | -42.1% | +71.7% | +39.8% |
| 3Y | +86.1% | +28.0% | +58.0% | +72.1% |
| 5Y | +40.3% | +40.4% | 0.0% | +21.9% |
| 10Y | +128.1% | +5.6% | +122.4% | +97.2% |
| All | +872.2% | +2,843.2% | -1,971.0% | +400.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling