+296.7%
TD vs IBB
+122.6%
+174.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | +0.9% | -1.7% | +2.5% | +1.5% |
| 30D | -0.7% | +4.9% | -5.5% | -2.7% |
| 3M | +6.3% | +24.2% | -18.0% | -2.7% |
| 6M | +27.9% | +23.8% | +4.1% | +17.1% |
| YTD | +29.8% | +23.0% | +6.9% | +18.9% |
| 1Y | +63.7% | +46.2% | +17.5% | +39.8% |
| 3Y | +128.3% | +64.8% | +63.5% | +83.7% |
| 5Y | +125.5% | +20.9% | +104.6% | +103.0% |
| 10Y | +296.7% | +121.6% | +175.1% | +178.8% |
| All | +296.7% | +122.6% | +174.0% | +178.8% |
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 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