+52.0%
IBB vs TPG
+85.9%
-33.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.3% |
| 7D | -1.7% | -2.9% | +1.2% | -0.9% |
| 30D | +4.9% | +5.0% | -0.2% | +3.4% |
| 3M | +24.2% | +24.9% | -0.7% | +16.7% |
| 6M | +23.8% | +21.1% | +2.8% | +16.9% |
| YTD | +23.0% | -17.3% | +40.2% | +27.5% |
| 1Y | +46.2% | -9.8% | +56.0% | +47.2% |
| 3Y | +64.8% | +95.4% | -30.6% | +26.7% |
| All | +52.0% | +85.9% | -33.9% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling