-0.2%
TLT vs IBB
+64.8%
-65.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -0.4% | +1.4% | -1.8% | -0.7% |
| 30D | -0.6% | +10.5% | -11.1% | -2.3% |
| 3M | -2.7% | +23.6% | -26.4% | -6.3% |
| 6M | -5.6% | +22.6% | -28.3% | -9.0% |
| YTD | -2.8% | +25.7% | -28.5% | -6.7% |
| 1Y | -1.4% | +51.4% | -52.8% | -8.7% |
| All | -0.2% | +64.8% | -65.0% | -12.7% |
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