+1,995.8%
TECK vs IBB
+1,330.2%
+665.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | -1.2% | -1.4% | +0.1% | 0.0% |
| 30D | -5.7% | +6.8% | -12.5% | -10.1% |
| 3M | -3.6% | +9.2% | -12.8% | -9.8% |
| 6M | -2.2% | +28.3% | -30.6% | -19.0% |
| YTD | +33.6% | +29.4% | +4.2% | +10.1% |
| 1Y | +49.0% | +33.2% | +15.8% | +20.1% |
| 3Y | +85.4% | +90.2% | -4.8% | +14.1% |
| 5Y | +138.5% | +44.0% | +94.5% | +76.3% |
| 10Y | +218.0% | +133.1% | +84.9% | +58.7% |
| All | +1,995.8% | +1,330.2% | +665.5% | +312.6% |
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