+0.2%
TRI vs IBB
+43.4%
-43.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -7.2% | -1.4% | -5.8% | -6.9% |
| 30D | +4.4% | +6.8% | -2.4% | +2.0% |
| 3M | +4.5% | +9.2% | -4.7% | +1.2% |
| 6M | +23.7% | +28.3% | -4.6% | +13.5% |
| YTD | -14.4% | +29.4% | -43.8% | -22.0% |
| 1Y | -17.4% | +33.2% | -50.5% | -25.6% |
| 3Y | -11.0% | +90.2% | -101.2% | -31.5% |
| All | +0.2% | +43.4% | -43.2% | -15.6% |
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