+383.3%
TPR vs IBB
+130.8%
+252.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.5% |
| 7D | +12.1% | +0.8% | +11.3% | +10.9% |
| 30D | +16.7% | +5.2% | +11.5% | +11.7% |
| 3M | -17.4% | +8.6% | -26.0% | -23.3% |
| 6M | +2.3% | +27.8% | -25.5% | -16.5% |
| YTD | +7.1% | +28.8% | -21.7% | -13.2% |
| 1Y | +29.5% | +36.4% | -6.9% | +0.2% |
| 3Y | +415.0% | +89.3% | +325.7% | +204.9% |
| 5Y | +261.5% | +43.3% | +218.2% | +161.6% |
| 10Y | +383.3% | +130.6% | +252.7% | +145.7% |
| All | +383.3% | +130.8% | +252.5% | +145.7% |
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