-80.5%
TE vs IBB
+78.3%
-158.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.6% |
| 7D | -19.1% | -0.5% | -18.5% | -18.6% |
| 30D | -34.1% | +4.6% | -38.7% | -36.0% |
| 3M | -60.1% | +6.8% | -66.9% | -62.4% |
| 6M | -66.0% | +23.1% | -89.1% | -72.1% |
| YTD | -71.4% | +26.0% | -97.4% | -77.3% |
| 1Y | -45.3% | +30.4% | -75.6% | -58.0% |
| 3Y | +9.1% | +85.4% | -76.3% | -34.2% |
| 5Y | -82.6% | +39.7% | -122.3% | -87.9% |
| All | -80.5% | +78.3% | -158.8% | -86.3% |
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 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