+513.1%
TRI vs IBB
+1,240.2%
-727.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -8.4% | -3.9% | -4.5% | -7.0% |
| 30D | -6.5% | +2.7% | -9.2% | -7.5% |
| 3M | +18.6% | +21.4% | -2.8% | +10.2% |
| 6M | -10.4% | +20.1% | -30.5% | -16.8% |
| YTD | -23.7% | +21.9% | -45.6% | -29.7% |
| 1Y | -42.5% | +44.1% | -86.6% | -50.3% |
| 3Y | -19.3% | +63.4% | -82.6% | -34.4% |
| 5Y | -9.7% | +19.8% | -29.4% | -18.4% |
| 10Y | +194.4% | +127.0% | +67.4% | +100.1% |
| All | +513.1% | +1,240.2% | -727.1% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling