-53.2%
TE vs IBB
+77.8%
-131.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.1% |
| 7D | -4.0% | +1.4% | -5.4% | -5.3% |
| 30D | -15.9% | +10.5% | -26.4% | -23.7% |
| 3M | -60.5% | +23.6% | -84.2% | -67.8% |
| 6M | -35.2% | +22.6% | -57.8% | -47.4% |
| YTD | -31.1% | +25.7% | -56.8% | -45.5% |
| 1Y | +148.6% | +51.4% | +97.3% | +65.6% |
| 3Y | -26.4% | +64.4% | -90.8% | -51.5% |
| 5Y | -48.0% | +22.1% | -70.2% | -63.1% |
| All | -53.2% | +77.8% | -131.0% | -67.3% |
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