+389.5%
TECK vs IBB
+122.2%
+267.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.7% |
| 7D | +4.9% | -3.9% | +8.8% | +7.7% |
| 30D | +5.2% | +2.7% | +2.5% | +3.0% |
| 3M | +13.8% | +21.4% | -7.6% | -0.9% |
| 6M | +38.5% | +20.1% | +18.4% | +21.7% |
| YTD | +47.3% | +21.9% | +25.5% | +28.0% |
| 1Y | +81.0% | +44.1% | +36.9% | +39.8% |
| 3Y | +79.9% | +63.4% | +16.5% | +26.8% |
| 5Y | +207.9% | +19.8% | +188.1% | +164.3% |
| 10Y | +389.5% | +127.0% | +262.5% | +188.2% |
| All | +389.5% | +122.2% | +267.2% | +188.2% |
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