+131.2%
TLT vs IBB
+1,255.3%
-1,124.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.3% |
| 30D | -0.6% | +10.5% | -11.1% | +0.5% |
| 3M | -2.7% | +23.6% | -26.4% | -0.4% |
| 6M | -5.6% | +22.6% | -28.3% | -3.4% |
| YTD | -2.8% | +25.7% | -28.5% | -0.2% |
| 1Y | -1.4% | +51.4% | -52.8% | +3.5% |
| 3Y | -1.6% | +64.4% | -66.0% | +4.6% |
| 5Y | -33.8% | +22.1% | -56.0% | -32.6% |
| 10Y | -21.1% | +132.5% | -153.6% | -8.2% |
| All | +131.2% | +1,255.3% | -1,124.1% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling