+56.7%
TOST vs IBB
+64.8%
-8.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.7% |
| 7D | -3.4% | +1.4% | -4.8% | -4.4% |
| 30D | -2.4% | +10.5% | -12.9% | -9.9% |
| 3M | +34.6% | +23.6% | +11.0% | +13.7% |
| 6M | +15.2% | +22.6% | -7.4% | -2.7% |
| YTD | -4.4% | +25.7% | -30.1% | -21.1% |
| 1Y | -17.4% | +51.4% | -68.8% | -42.4% |
| All | +56.7% | +64.8% | -8.1% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling