-29.4%
TSCO vs IBB
+42.2%
-71.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.5% |
| 7D | +15.7% | +2.2% | +13.5% | +15.0% |
| 30D | +16.4% | +6.3% | +10.1% | +14.4% |
| 3M | +11.2% | +16.3% | -5.1% | +5.5% |
| 6M | +14.9% | +30.0% | -15.1% | +3.9% |
| YTD | -25.4% | +31.1% | -56.6% | -33.3% |
| 1Y | -29.4% | +42.0% | -71.3% | -39.8% |
| All | -29.4% | +42.2% | -71.6% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling