+130.8%
TD vs IBB
+68.6%
+62.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | +0.4% | +10.5% | -10.1% | -2.7% |
| 3M | +7.6% | +23.6% | -16.0% | +0.5% |
| 6M | +25.0% | +22.6% | +2.4% | +16.8% |
| YTD | +31.0% | +25.7% | +5.3% | +21.3% |
| 1Y | +65.2% | +51.4% | +13.8% | +43.4% |
| All | +130.8% | +68.6% | +62.2% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling