+130.4%
TLT vs IBB
+1,266.4%
-1,136.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.2% |
| 7D | +0.1% | -1.8% | +1.9% | -0.1% |
| 30D | +6.2% | +5.1% | +1.1% | +6.8% |
| 3M | -0.3% | +10.7% | -11.1% | +0.8% |
| 6M | -3.4% | +22.9% | -26.2% | -1.0% |
| YTD | -3.1% | +26.7% | -29.8% | -0.4% |
| 1Y | -5.2% | +35.1% | -40.3% | -1.8% |
| 3Y | +6.5% | +80.2% | -73.7% | +14.6% |
| 5Y | -34.7% | +37.8% | -72.6% | -32.2% |
| 10Y | -17.6% | +161.2% | -178.8% | -2.3% |
| All | +130.4% | +1,266.4% | -1,136.0% | +291.7% |
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 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