-11.8%
TLT vs IBB
+133.2%
-145.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | -1.0% | -1.4% | +0.3% | -1.0% |
| 30D | +3.7% | +6.8% | -3.1% | +3.7% |
| 3M | -0.8% | +9.2% | -10.0% | -0.7% |
| 6M | -3.6% | +28.3% | -31.9% | -3.3% |
| YTD | -3.9% | +29.4% | -33.3% | -3.6% |
| 1Y | -6.2% | +33.2% | -39.4% | -5.8% |
| 3Y | +4.2% | +90.2% | -86.0% | +6.0% |
| 5Y | -34.7% | +44.0% | -78.7% | -35.3% |
| 10Y | -11.8% | +133.1% | -144.9% | -4.1% |
| All | -11.8% | +133.2% | -145.0% | -4.1% |
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