+2,883.7%
TSLA vs IBB
+139.6%
+2,744.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.8% | +2.8% |
| 7D | -6.4% | +2.7% | -9.1% | -8.6% |
| 30D | -1.2% | +6.3% | -7.5% | -6.9% |
| 3M | +15.1% | +11.1% | +4.0% | +3.1% |
| 6M | -11.7% | +29.2% | -41.0% | -32.7% |
| YTD | -15.9% | +30.2% | -46.2% | -37.0% |
| 1Y | -12.0% | +39.5% | -51.5% | -38.8% |
| 3Y | +80.0% | +92.3% | -12.3% | -11.1% |
| 5Y | +10.8% | +43.0% | -32.2% | -24.4% |
| 10Y | +2,883.7% | +137.1% | +2,746.6% | +1,353.4% |
| All | +2,883.7% | +139.6% | +2,744.0% | +1,353.4% |
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