-17.4%
TOST vs IBB
+51.5%
-68.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | -3.4% | +1.4% | -4.8% | -4.0% |
| 30D | -2.4% | +10.5% | -12.9% | -7.1% |
| 3M | +34.6% | +23.6% | +11.0% | +21.0% |
| 6M | +15.2% | +22.6% | -7.4% | +3.7% |
| YTD | -4.4% | +25.7% | -30.1% | -15.9% |
| 1Y | -17.4% | +51.4% | -68.8% | -36.2% |
| All | -17.4% | +51.5% | -68.9% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling