+299.6%
T vs IBB
+560.8%
-261.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.7% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | +11.4% | +10.5% | +0.9% | +7.5% |
| 3M | +14.3% | +23.6% | -9.3% | +5.9% |
| 6M | -9.3% | +22.6% | -31.9% | -16.0% |
| YTD | +7.1% | +25.7% | -18.6% | -2.0% |
| 1Y | -9.1% | +51.4% | -60.5% | -22.2% |
| 3Y | +105.3% | +64.4% | +41.0% | +68.2% |
| 5Y | +66.8% | +22.1% | +44.7% | +49.7% |
| 10Y | +66.8% | +132.5% | -65.7% | +13.8% |
| All | +299.6% | +560.8% | -261.2% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling