+299.2%
TD vs IBB
+130.8%
+168.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | +7.6% | +5.2% | +2.4% | +5.5% |
| 3M | +3.0% | +8.6% | -5.6% | -0.6% |
| 6M | +16.8% | +27.8% | -11.0% | +5.3% |
| YTD | +34.3% | +28.8% | +5.5% | +20.4% |
| 1Y | +56.0% | +36.4% | +19.6% | +36.4% |
| 3Y | +132.4% | +89.3% | +43.0% | +75.1% |
| 5Y | +103.7% | +43.3% | +60.4% | +70.3% |
| 10Y | +299.2% | +130.6% | +168.5% | +166.8% |
| All | +299.2% | +130.8% | +168.4% | +166.8% |
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