-15.1%
TSLA vs IBB
+38.4%
-53.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.8% | +4.1% |
| 7D | -6.4% | +2.7% | -9.1% | -7.3% |
| 30D | -1.2% | +6.3% | -7.5% | -3.6% |
| 3M | +15.1% | +11.1% | +4.0% | +9.9% |
| 6M | -11.7% | +29.2% | -41.0% | -22.1% |
| YTD | -15.9% | +30.2% | -46.2% | -26.3% |
| All | -15.1% | +38.4% | -53.5% | -27.8% |
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