+24,604.4%
TSCO vs IBB
+560.8%
+24,043.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | +0.8% | +1.4% | -0.6% | +0.1% |
| 30D | +5.5% | +10.5% | -5.0% | +0.3% |
| 3M | +20.0% | +23.6% | -3.7% | +7.7% |
| 6M | -29.8% | +22.6% | -52.4% | -36.8% |
| YTD | -28.7% | +25.7% | -54.3% | -36.6% |
| 1Y | -40.9% | +51.4% | -92.3% | -52.1% |
| 3Y | -15.9% | +64.4% | -80.3% | -35.2% |
| 5Y | -3.5% | +22.1% | -25.6% | -15.2% |
| 10Y | +142.2% | +132.5% | +9.7% | +50.6% |
| All | +24,604.4% | +560.8% | +24,043.6% | +7,498.4% |
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