+203.4%
TGT vs IBB
+125.2%
+78.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -5.0% | -5.2% | +0.2% | -2.6% |
| 30D | +3.0% | +1.5% | +1.6% | +2.2% |
| 3M | +22.6% | +22.1% | +0.5% | +10.8% |
| 6M | +31.2% | +17.7% | +13.5% | +20.3% |
| YTD | +63.7% | +20.2% | +43.5% | +48.1% |
| 1Y | +78.5% | +44.4% | +34.1% | +46.9% |
| 3Y | +40.5% | +61.1% | -20.6% | +8.5% |
| 5Y | -25.6% | +18.5% | -44.1% | -35.0% |
| All | +203.4% | +125.2% | +78.2% | +99.4% |
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