+421.8%
TPR vs IBB
+75.6%
+346.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -5.0% | +12.1% | +9.8% |
| 7D | +13.9% | -3.6% | +17.5% | +15.7% |
| 30D | +14.9% | +3.4% | +11.5% | +11.9% |
| 3M | -15.4% | +9.5% | -24.9% | -21.1% |
| 6M | -4.5% | +23.3% | -27.8% | -17.7% |
| YTD | +6.0% | +24.5% | -18.5% | -9.6% |
| 1Y | +24.3% | +32.9% | -8.6% | +1.3% |
| All | +421.8% | +75.6% | +346.2% | +245.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling