-12.5%
TLT vs IBB
+139.6%
-152.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | +0.1% |
| 7D | +0.3% | +2.7% | -2.4% | +0.3% |
| 30D | +5.1% | +6.3% | -1.2% | +5.2% |
| 3M | -0.2% | +11.1% | -11.2% | -0.1% |
| 6M | -2.9% | +29.2% | -32.1% | -2.6% |
| YTD | -2.7% | +30.2% | -32.9% | -2.3% |
| 1Y | -4.6% | +39.5% | -44.1% | -4.1% |
| 3Y | +6.1% | +92.3% | -86.3% | +8.1% |
| 5Y | -35.1% | +43.0% | -78.1% | -35.8% |
| 10Y | -12.5% | +137.1% | -149.6% | -4.5% |
| All | -12.5% | +139.6% | -152.1% | -4.5% |
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