+46.8%
TGT vs IBB
+64.8%
-18.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | 0.0% |
| 7D | -0.6% | -1.7% | +1.0% | +0.1% |
| 30D | +9.5% | +4.9% | +4.7% | +7.0% |
| 3M | +32.3% | +24.2% | +8.0% | +18.5% |
| 6M | +37.0% | +23.8% | +13.2% | +22.6% |
| YTD | +71.0% | +23.0% | +48.1% | +52.9% |
| 1Y | +85.0% | +46.2% | +38.9% | +49.1% |
| 3Y | +46.8% | +64.8% | -18.0% | +5.0% |
| All | +46.8% | +64.8% | -18.0% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling