+22.4%
IBB vs TMF
-87.5%
+109.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | +1.4% | -1.4% | +2.9% | +1.5% |
| 30D | +10.5% | -2.8% | +13.3% | +10.7% |
| 3M | +23.6% | -10.9% | +34.5% | +24.8% |
| 6M | +22.6% | -21.3% | +43.9% | +24.8% |
| YTD | +25.7% | -15.9% | +41.6% | +27.3% |
| 1Y | +51.4% | -15.7% | +67.1% | +53.2% |
| 3Y | +64.4% | -43.4% | +107.7% | +68.1% |
| All | +22.4% | -87.5% | +109.9% | +22.9% |
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