+186.2%
TRI vs IBB
+125.2%
+61.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | -14.4% | -5.2% | -9.1% | -12.8% |
| 30D | -8.1% | +1.5% | -9.6% | -8.6% |
| 3M | +17.5% | +22.1% | -4.6% | +9.8% |
| 6M | -5.0% | +17.7% | -22.7% | -10.4% |
| YTD | -24.7% | +20.2% | -44.9% | -29.7% |
| 1Y | -41.5% | +44.4% | -85.9% | -48.9% |
| 3Y | -20.3% | +61.1% | -81.4% | -33.9% |
| 5Y | -10.9% | +18.5% | -29.5% | -18.9% |
| All | +186.2% | +125.2% | +61.0% | +114.0% |
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