+294.4%
TD vs IBB
+126.8%
+167.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +5.2% | +4.6% | +0.7% | +3.4% |
| 3M | +1.2% | +6.8% | -5.6% | -1.7% |
| 6M | +17.7% | +23.1% | -5.4% | +7.7% |
| YTD | +34.2% | +26.0% | +8.2% | +21.3% |
| 1Y | +55.4% | +30.4% | +25.1% | +38.4% |
| 3Y | +130.4% | +85.4% | +45.0% | +75.0% |
| 5Y | +101.8% | +39.7% | +62.1% | +70.5% |
| All | +294.4% | +126.8% | +167.7% | +166.7% |
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