-19.5%
TRI vs IBB
+63.1%
-82.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -8.4% | -3.9% | -4.5% | -7.5% |
| 30D | -6.5% | +2.7% | -9.2% | -7.1% |
| 3M | +18.6% | +21.4% | -2.8% | +13.6% |
| 6M | -10.4% | +20.1% | -30.5% | -14.2% |
| YTD | -23.7% | +21.9% | -45.6% | -27.4% |
| 1Y | -42.5% | +44.1% | -86.6% | -48.1% |
| All | -19.5% | +63.1% | -82.6% | -30.0% |
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 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