+40.3%
IBB vs TRU
-25.2%
+65.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | +1.6% | -2.2% | +3.8% | +2.2% |
| 30D | +6.7% | +20.2% | -13.5% | +1.7% |
| 3M | +6.3% | +2.2% | +4.1% | +5.1% |
| 6M | +23.9% | +17.6% | +6.3% | +17.4% |
| YTD | +26.6% | -5.0% | +31.5% | +25.7% |
| 1Y | +29.6% | -1.0% | +30.6% | +27.1% |
| 3Y | +86.1% | +56.5% | +29.6% | +55.4% |
| 5Y | +40.3% | -26.2% | +66.6% | +48.9% |
| All | +40.3% | -25.2% | +65.5% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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