+379.1%
TPR vs IBB
+156.3%
+222.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -2.3% |
| 7D | +14.2% | -1.8% | +16.0% | +15.2% |
| 30D | +17.1% | +5.1% | +12.0% | +12.1% |
| 3M | -17.7% | +10.7% | -28.4% | -24.7% |
| 6M | -10.2% | +22.9% | -33.1% | -24.1% |
| YTD | +4.9% | +26.7% | -21.8% | -13.7% |
| 1Y | +36.1% | +35.1% | +1.0% | +6.4% |
| 3Y | +416.5% | +80.2% | +336.3% | +219.5% |
| 5Y | +254.8% | +37.8% | +216.9% | +165.2% |
| All | +379.1% | +156.3% | +222.8% | +144.7% |
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