-7.5%
TSCO vs IBB
+20.0%
-27.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.2% |
| 7D | -2.5% | -3.9% | +1.4% | -0.6% |
| 30D | -1.1% | +2.7% | -3.8% | -2.7% |
| 3M | +14.3% | +21.4% | -7.1% | +3.1% |
| 6M | -31.9% | +20.1% | -52.0% | -38.3% |
| YTD | -30.7% | +21.9% | -52.5% | -37.8% |
| 1Y | -41.1% | +44.1% | -85.2% | -51.7% |
| 3Y | -17.1% | +63.4% | -80.5% | -37.4% |
| 5Y | -7.5% | +19.8% | -27.3% | -25.0% |
| All | -7.5% | +20.0% | -27.5% | -25.0% |
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