+256.1%
TPR vs IBB
+37.5%
+218.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -2.2% |
| 7D | +14.2% | -1.8% | +16.0% | +15.1% |
| 30D | +17.1% | +5.1% | +12.0% | +12.2% |
| 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% | -13.8% |
| 1Y | +36.1% | +35.1% | +1.0% | +6.2% |
| 3Y | +416.5% | +80.2% | +336.3% | +213.5% |
| All | +256.1% | +37.5% | +218.6% | +128.3% |
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 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