+2,159.1%
TD vs IBB
+560.8%
+1,598.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +0.3% | +1.4% | -1.1% | -0.2% |
| 30D | +0.4% | +10.5% | -10.1% | -3.8% |
| 3M | +7.6% | +23.6% | -16.0% | -1.5% |
| 6M | +25.0% | +22.6% | +2.4% | +14.5% |
| YTD | +31.0% | +25.7% | +5.3% | +18.6% |
| 1Y | +65.2% | +51.4% | +13.8% | +38.6% |
| 3Y | +122.5% | +64.4% | +58.1% | +78.4% |
| 5Y | +124.8% | +22.1% | +102.7% | +100.2% |
| 10Y | +298.2% | +132.5% | +165.8% | +163.6% |
| All | +2,159.1% | +560.8% | +1,598.3% | +704.3% |
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