+42.0%
IBB vs TMF
-23.9%
+65.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.2% | +2.0% |
| 7D | +2.2% | +4.0% | -1.8% | +1.1% |
| 30D | +6.3% | +19.5% | -13.1% | +1.0% |
| 3M | +16.3% | -3.5% | +19.8% | +17.6% |
| 6M | +30.0% | -10.6% | +40.6% | +33.5% |
| YTD | +31.1% | -17.1% | +48.2% | +37.0% |
| 1Y | +42.0% | -24.3% | +66.2% | +52.2% |
| All | +42.0% | -23.9% | +65.8% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling