-76.7%
TE vs IBB
+84.2%
-160.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.7% | -5.5% |
| 7D | -10.5% | +2.7% | -13.3% | -12.3% |
| 30D | -32.4% | +6.3% | -38.8% | -35.6% |
| 3M | -60.9% | +11.1% | -71.9% | -64.5% |
| 6M | -62.8% | +29.2% | -92.1% | -70.9% |
| YTD | -65.7% | +30.2% | -95.9% | -73.6% |
| 1Y | -39.9% | +39.5% | -79.4% | -56.8% |
| 3Y | +10.6% | +92.3% | -81.7% | -35.6% |
| 5Y | -79.7% | +43.0% | -122.6% | -86.3% |
| All | -76.7% | +84.2% | -160.9% | -84.2% |
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 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