-46.4%
TOST vs IBB
+25.8%
-72.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | +0.8% |
| 7D | -4.7% | +1.6% | -6.3% | -6.6% |
| 30D | +8.5% | +6.7% | +1.8% | -0.2% |
| 3M | -1.6% | +6.3% | -7.9% | -10.4% |
| 6M | +44.1% | +23.9% | +20.2% | +7.5% |
| YTD | -5.6% | +26.6% | -32.2% | -32.7% |
| 1Y | -12.6% | +29.6% | -42.2% | -39.8% |
| 3Y | +137.6% | +86.1% | +51.5% | -10.9% |
| 5Y | -30.4% | +40.3% | -70.7% | -52.8% |
| All | -46.4% | +25.8% | -72.2% | -58.0% |
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