+35.1%
IBB vs TMF
-22.9%
+58.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | +5.1% | +19.7% | -14.7% | -0.5% |
| 3M | +10.7% | -2.1% | +12.8% | +11.6% |
| 6M | +22.9% | -13.4% | +36.3% | +27.5% |
| YTD | +26.7% | -16.7% | +43.4% | +32.5% |
| 1Y | +35.1% | -23.3% | +58.5% | +47.5% |
| All | +35.1% | -22.9% | +58.0% | +47.5% |
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 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