+19.8%
IBB vs TRU
-36.4%
+56.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -3.9% | -6.5% | +2.6% | -2.3% |
| 30D | +2.7% | -2.5% | +5.2% | +3.3% |
| 3M | +21.4% | +10.4% | +11.0% | +17.7% |
| 6M | +20.1% | +1.6% | +18.4% | +18.4% |
| YTD | +21.9% | -9.7% | +31.6% | +23.1% |
| 1Y | +44.1% | -17.3% | +61.4% | +48.6% |
| 3Y | +63.4% | -1.8% | +65.2% | +56.3% |
| 5Y | +19.8% | -36.2% | +56.0% | +31.2% |
| All | +19.8% | -36.4% | +56.2% | +31.2% |
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