+43.3%
IBB vs TMF
-88.9%
+132.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.7% |
| 7D | +0.8% | -1.1% | +1.8% | +0.9% |
| 30D | +5.2% | +11.8% | -6.6% | +4.0% |
| 3M | +8.6% | -4.0% | +12.6% | +8.9% |
| 6M | +27.8% | -16.5% | +44.4% | +29.7% |
| YTD | +28.8% | -19.9% | +48.7% | +31.1% |
| 1Y | +36.4% | -25.6% | +62.0% | +39.7% |
| 3Y | +89.3% | -29.9% | +119.2% | +92.6% |
| 5Y | +43.3% | -88.2% | +131.5% | +50.4% |
| All | +43.3% | -88.9% | +132.1% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling