+151.7%
IBB vs TMF
-84.4%
+236.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.8% | +1.2% | -3.0% | -1.8% |
| 30D | +5.1% | +19.7% | -14.7% | +5.3% |
| 3M | +10.7% | -2.1% | +12.8% | +10.7% |
| 6M | +22.9% | -13.4% | +36.3% | +22.6% |
| YTD | +26.7% | -16.7% | +43.4% | +26.3% |
| 1Y | +35.1% | -23.3% | +58.5% | +34.5% |
| 3Y | +80.2% | -24.8% | +105.0% | +80.5% |
| 5Y | +37.8% | -88.0% | +125.9% | +17.7% |
| All | +151.7% | -84.4% | +236.1% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling