+48.8%
IBB vs TPG
+74.1%
-25.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -4.2% | -9.4% | +5.2% | -1.8% |
| 30D | +1.1% | -5.3% | +6.4% | +2.3% |
| 3M | +19.0% | +12.9% | +6.1% | +14.7% |
| 6M | +18.9% | +20.1% | -1.2% | +12.4% |
| YTD | +20.3% | -22.5% | +42.8% | +26.8% |
| 1Y | +41.5% | -19.7% | +61.2% | +47.0% |
| 3Y | +60.3% | +81.2% | -20.9% | +25.6% |
| All | +48.8% | +74.1% | -25.3% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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