+2,395.4%
TMO vs IBB
+546.5%
+1,848.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.4% |
| 7D | +0.4% | -1.7% | +2.1% | +1.4% |
| 30D | +1.5% | +4.9% | -3.3% | -1.6% |
| 3M | +28.5% | +24.2% | +4.3% | +12.3% |
| 6M | +20.4% | +23.8% | -3.5% | +5.4% |
| YTD | +4.3% | +23.0% | -18.7% | -8.5% |
| 1Y | +24.1% | +46.2% | -22.1% | -1.9% |
| 3Y | +17.5% | +64.8% | -47.3% | -13.5% |
| 5Y | +6.8% | +20.9% | -14.1% | -6.4% |
| 10Y | +311.9% | +121.6% | +190.3% | +145.7% |
| All | +2,395.4% | +546.5% | +1,848.9% | +555.9% |
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