+130.6%
IBB vs TMF
-82.2%
+212.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.1% |
| 7D | +0.8% | -1.1% | +1.8% | +0.8% |
| 30D | +5.2% | +11.8% | -6.6% | +5.2% |
| 3M | +8.6% | -4.0% | +12.6% | +8.6% |
| 6M | +27.8% | -16.5% | +44.4% | +27.6% |
| YTD | +28.8% | -19.9% | +48.7% | +28.6% |
| 1Y | +36.4% | -25.6% | +62.0% | +36.0% |
| 3Y | +89.3% | -29.9% | +119.2% | +89.5% |
| 5Y | +43.3% | -88.2% | +131.5% | +24.6% |
| 10Y | +130.6% | -81.7% | +212.4% | +123.7% |
| All | +130.6% | -82.2% | +212.9% | +123.7% |
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