+219.0%
TECK vs IBB
+130.8%
+88.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | -7.6% | +5.2% | -12.8% | -10.8% |
| 3M | -5.9% | +8.6% | -14.5% | -11.3% |
| 6M | -2.8% | +27.8% | -30.7% | -18.7% |
| YTD | +31.8% | +28.8% | +3.0% | +9.9% |
| 1Y | +49.1% | +36.4% | +12.7% | +19.2% |
| 3Y | +83.0% | +89.3% | -6.3% | +15.4% |
| 5Y | +150.6% | +43.3% | +107.3% | +89.2% |
| 10Y | +219.0% | +130.6% | +88.3% | +71.2% |
| All | +219.0% | +130.8% | +88.2% | +71.2% |
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