+240.4%
TPR vs IBB
+22.5%
+217.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -2.3% | +1.4% | -3.7% | -3.3% |
| 30D | -23.0% | +10.5% | -33.5% | -28.8% |
| 3M | -12.5% | +23.6% | -36.1% | -25.9% |
| 6M | -21.4% | +22.6% | -44.1% | -32.9% |
| YTD | -3.5% | +25.7% | -29.2% | -19.5% |
| 1Y | +17.4% | +51.4% | -34.0% | -15.5% |
| 3Y | +291.3% | +64.4% | +226.9% | +159.0% |
| All | +240.4% | +22.5% | +217.9% | +153.2% |
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