+527.8%
IBB vs TDY
+3,215.5%
-2,687.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | +4.9% | -12.5% | +17.3% | +9.7% |
| 3M | +24.2% | -1.2% | +25.4% | +24.4% |
| 6M | +23.8% | -6.6% | +30.4% | +26.3% |
| YTD | +23.0% | +18.5% | +4.5% | +15.1% |
| 1Y | +46.2% | +10.8% | +35.4% | +39.8% |
| 3Y | +64.8% | +47.5% | +17.3% | +41.3% |
| 5Y | +20.9% | +35.8% | -14.9% | +5.7% |
| 10Y | +121.6% | +459.0% | -337.4% | +14.5% |
| All | +527.8% | +3,215.5% | -2,687.7% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling