+590.9%
TRI vs IBB
+1,286.0%
-695.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +3.7% | +4.6% | -0.9% | +1.7% |
| 3M | +3.7% | +6.8% | -3.1% | +0.7% |
| 6M | +35.1% | +23.1% | +12.0% | +24.2% |
| YTD | -14.0% | +26.0% | -40.0% | -22.1% |
| 1Y | -19.0% | +30.4% | -49.3% | -27.5% |
| 3Y | -12.0% | +85.4% | -97.4% | -32.0% |
| 5Y | +0.6% | +39.7% | -39.1% | -14.4% |
| 10Y | +225.4% | +127.1% | +98.4% | +121.0% |
| All | +590.9% | +1,286.0% | -695.1% | +114.4% |
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