+249.1%
T vs IBB
+565.6%
-316.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | +1.6% | +1.6% | 0.0% | +1.1% |
| 30D | -2.9% | +6.7% | -9.6% | -5.1% |
| 3M | -7.5% | +6.3% | -13.8% | -9.9% |
| 6M | -9.9% | +23.9% | -33.8% | -17.0% |
| YTD | -6.4% | +26.6% | -33.0% | -14.9% |
| 1Y | -9.4% | +29.6% | -39.0% | -18.4% |
| 3Y | +64.9% | +86.1% | -21.2% | +28.7% |
| 5Y | +57.0% | +40.3% | +16.6% | +33.5% |
| 10Y | +60.8% | +128.1% | -67.3% | +10.4% |
| All | +249.1% | +565.6% | -316.5% | +11.6% |
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