-25.0%
TGT vs IBB
+20.0%
-45.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | -3.6% | -3.9% | +0.3% | -1.4% |
| 30D | +4.4% | +2.7% | +1.7% | +2.7% |
| 3M | +25.4% | +21.4% | +4.0% | +11.7% |
| 6M | +33.4% | +20.1% | +13.3% | +19.2% |
| YTD | +65.6% | +21.9% | +43.7% | +46.0% |
| 1Y | +80.3% | +44.1% | +36.2% | +42.8% |
| 3Y | +42.1% | +63.4% | -21.2% | +2.1% |
| 5Y | -25.0% | +19.8% | -44.8% | -39.8% |
| All | -25.0% | +20.0% | -45.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling