+2,171.4%
TECK vs IBB
+1,289.4%
+882.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.1% |
| 7D | -0.3% | +1.4% | -1.8% | -1.4% |
| 30D | +4.6% | +10.5% | -5.9% | -3.0% |
| 3M | +2.8% | +23.6% | -20.8% | -12.3% |
| 6M | +24.9% | +22.6% | +2.3% | +7.3% |
| YTD | +44.7% | +25.7% | +19.1% | +21.9% |
| 1Y | +112.0% | +51.4% | +60.6% | +55.4% |
| 3Y | +67.6% | +64.4% | +3.2% | +14.7% |
| 5Y | +200.3% | +22.1% | +178.2% | +150.4% |
| 10Y | +358.2% | +132.5% | +225.7% | +127.1% |
| All | +2,171.4% | +1,289.4% | +882.0% | +356.7% |
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