+6.9%
TMO vs IBB
+17.1%
-10.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.6% |
| 7D | -2.5% | -5.2% | +2.8% | +1.4% |
| 30D | -0.3% | +1.5% | -1.8% | -1.7% |
| 3M | +25.3% | +22.1% | +3.1% | +7.2% |
| 6M | +20.9% | +17.7% | +3.1% | +6.4% |
| YTD | +4.3% | +20.2% | -15.9% | -9.8% |
| 1Y | +27.0% | +44.4% | -17.4% | -4.5% |
| 3Y | +17.5% | +61.1% | -43.6% | -19.1% |
| 5Y | +6.9% | +18.5% | -11.6% | -11.4% |
| All | +6.9% | +17.1% | -10.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling