-27.7%
TOST vs IBB
+39.3%
-67.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.0% |
| 7D | 0.0% | -0.5% | +0.6% | +0.5% |
| 30D | +16.2% | +4.6% | +11.6% | +9.6% |
| 3M | -1.5% | +6.8% | -8.4% | -10.8% |
| 6M | +55.3% | +23.1% | +32.2% | +17.1% |
| YTD | -2.3% | +26.0% | -28.4% | -29.8% |
| 1Y | -5.5% | +30.4% | -35.9% | -35.4% |
| 3Y | +151.1% | +85.4% | +65.7% | -5.0% |
| All | -27.7% | +39.3% | -67.0% | -50.6% |
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