+240.4%
T vs IBB
+566.2%
-325.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.4% |
| 7D | +1.0% | -1.8% | +2.9% | +1.6% |
| 30D | -10.6% | +5.1% | -15.7% | -12.3% |
| 3M | -7.7% | +10.7% | -18.5% | -11.4% |
| 6M | -13.3% | +22.9% | -36.2% | -19.9% |
| YTD | -8.8% | +26.7% | -35.5% | -17.1% |
| 1Y | -8.4% | +35.1% | -43.5% | -18.6% |
| 3Y | +59.6% | +80.2% | -20.6% | +26.1% |
| 5Y | +52.1% | +37.8% | +14.2% | +30.3% |
| 10Y | +56.9% | +161.2% | -104.3% | +2.4% |
| All | +240.4% | +566.2% | -325.8% | +8.8% |
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