-40.4%
TOST vs IBB
+34.6%
-75.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | +5.2% |
| 7D | +11.6% | -3.6% | +15.2% | +16.0% |
| 30D | +16.2% | +3.4% | +12.8% | +11.1% |
| 3M | +1.0% | +9.5% | -8.5% | -11.2% |
| 6M | +23.2% | +23.3% | -0.1% | -7.7% |
| YTD | -1.0% | +24.5% | -25.5% | -27.8% |
| 1Y | -9.9% | +32.9% | -42.8% | -40.1% |
| 3Y | +101.0% | +76.6% | +24.5% | -17.6% |
| 5Y | -40.4% | +35.5% | -75.9% | -55.6% |
| All | -40.4% | +34.6% | -75.0% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling