-42.8%
TOST vs IBB
+41.1%
-83.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -2.9% |
| 7D | +4.0% | +2.7% | +1.3% | +0.5% |
| 30D | +11.1% | +6.3% | +4.7% | +2.7% |
| 3M | +0.8% | +11.1% | -10.2% | -12.7% |
| 6M | +38.8% | +29.2% | +9.6% | -1.5% |
| YTD | -2.1% | +30.2% | -32.3% | -32.3% |
| 1Y | -6.0% | +39.5% | -45.5% | -41.1% |
| 3Y | +149.8% | +92.3% | +57.4% | -10.4% |
| 5Y | -42.8% | +43.0% | -85.7% | -59.2% |
| All | -42.8% | +41.1% | -83.8% | -59.2% |
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 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