+328.6%
TMO vs IBB
+125.5%
+203.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -0.6% | -4.2% | +3.6% | +2.3% |
| 30D | +1.1% | +1.1% | 0.0% | +0.1% |
| 3M | +28.3% | +19.0% | +9.3% | +13.7% |
| 6M | +23.3% | +18.9% | +4.4% | +9.3% |
| YTD | +5.5% | +20.3% | -14.9% | -7.4% |
| 1Y | +24.5% | +41.5% | -16.9% | -1.9% |
| 3Y | +19.6% | +60.3% | -40.7% | -13.5% |
| 5Y | +8.1% | +18.7% | -10.6% | -7.0% |
| All | +328.6% | +125.5% | +203.1% | +161.2% |
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