+123.1%
IBB vs TMF
-82.1%
+205.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.4% |
| 7D | -0.5% | -9.3% | +8.7% | -0.6% |
| 30D | +4.6% | +1.9% | +2.6% | +4.6% |
| 3M | +6.8% | -11.2% | +18.1% | +6.8% |
| 6M | +23.1% | -17.7% | +40.8% | +23.0% |
| YTD | +26.0% | -24.5% | +50.5% | +25.8% |
| 1Y | +30.4% | -29.4% | +59.8% | +30.0% |
| 3Y | +85.4% | -33.4% | +118.9% | +85.6% |
| 5Y | +39.7% | -88.7% | +128.4% | +21.8% |
| All | +123.1% | -82.1% | +205.2% | +117.5% |
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