-33.6%
TSCO vs IBB
+29.7%
-63.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +11.3% | +4.6% | +6.8% | +9.8% |
| 3M | +1.5% | +6.8% | -5.4% | -1.2% |
| 6M | +24.0% | +23.1% | +0.8% | +14.1% |
| YTD | -25.7% | +26.0% | -51.7% | -32.9% |
| 1Y | -33.6% | +30.4% | -63.9% | -41.3% |
| All | -33.6% | +29.7% | -63.2% | -41.3% |
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