+54.1%
T vs IBB
+139.6%
-85.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.1% |
| 7D | +1.7% | +2.7% | -1.0% | +0.9% |
| 30D | -1.7% | +6.3% | -8.0% | -3.4% |
| 3M | -7.3% | +11.1% | -18.4% | -10.3% |
| 6M | -11.2% | +29.2% | -40.4% | -17.8% |
| YTD | -8.1% | +30.2% | -38.3% | -15.5% |
| 1Y | -8.0% | +39.5% | -47.5% | -17.3% |
| 3Y | +62.1% | +92.3% | -30.2% | +29.4% |
| 5Y | +55.7% | +43.0% | +12.7% | +35.6% |
| 10Y | +54.1% | +137.1% | -83.0% | +10.5% |
| All | +54.1% | +139.6% | -85.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling