-4.6%
TLT vs IBB
+38.4%
-43.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.3% |
| 7D | +0.3% | +2.7% | -2.4% | -0.1% |
| 30D | +5.1% | +6.3% | -1.2% | +4.1% |
| 3M | -0.2% | +11.1% | -11.2% | -1.8% |
| 6M | -2.9% | +29.2% | -32.1% | -6.7% |
| YTD | -2.7% | +30.2% | -32.9% | -6.9% |
| All | -4.6% | +38.4% | -43.0% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling