-45.4%
TOST vs IBB
+28.6%
-74.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.7% |
| 7D | -3.6% | -1.4% | -2.2% | -2.5% |
| 30D | +8.9% | +6.8% | +2.1% | +0.1% |
| 3M | -2.2% | +9.2% | -11.5% | -13.7% |
| 6M | +41.0% | +28.3% | +12.6% | +0.8% |
| YTD | -4.0% | +29.4% | -33.3% | -33.2% |
| 1Y | -9.6% | +33.2% | -42.8% | -39.7% |
| 3Y | +141.7% | +90.2% | +51.5% | -11.5% |
| 5Y | -29.5% | +44.0% | -73.5% | -53.7% |
| All | -45.4% | +28.6% | -74.1% | -58.3% |
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