+3,125.8%
TSLA vs IBB
+126.8%
+2,999.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +8.9% | -0.5% | +9.5% | +9.5% |
| 30D | +6.3% | +4.6% | +1.7% | +1.8% |
| 3M | +14.8% | +6.8% | +8.0% | +6.8% |
| 6M | -12.4% | +23.1% | -35.5% | -30.0% |
| YTD | -13.2% | +26.0% | -39.3% | -33.0% |
| 1Y | -2.9% | +30.4% | -33.3% | -27.8% |
| 3Y | +74.4% | +85.4% | -11.0% | -11.0% |
| 5Y | +13.3% | +39.7% | -26.5% | -21.0% |
| All | +3,125.8% | +126.8% | +2,999.1% | +1,513.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling