+117.6%
IBB vs TDY
+479.2%
-361.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -4.2% | -1.1% | -3.1% | -3.8% |
| 30D | +1.1% | -12.0% | +13.1% | +6.1% |
| 3M | +19.0% | -3.2% | +22.2% | +20.1% |
| 6M | +18.9% | -7.9% | +26.7% | +22.1% |
| YTD | +20.3% | +18.2% | +2.1% | +11.6% |
| 1Y | +41.5% | +6.7% | +34.8% | +36.4% |
| 3Y | +60.3% | +47.5% | +12.7% | +34.3% |
| 5Y | +18.7% | +39.5% | -20.8% | +0.4% |
| All | +117.6% | +479.2% | -361.7% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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