+22,391.8%
TSLA vs IBB
+731.2%
+21,660.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.7% |
| 7D | -10.4% | -1.8% | -8.6% | -8.8% |
| 30D | -5.2% | +5.1% | -10.2% | -9.2% |
| 3M | +12.1% | +10.7% | +1.4% | +2.0% |
| 6M | -10.2% | +22.9% | -33.1% | -26.1% |
| YTD | -20.3% | +26.7% | -47.0% | -36.6% |
| 1Y | -19.7% | +35.1% | -54.8% | -39.8% |
| 3Y | +63.4% | +80.2% | -16.8% | -5.2% |
| 5Y | -12.1% | +37.8% | -49.9% | -34.0% |
| 10Y | +2,719.7% | +161.2% | +2,558.5% | +1,227.8% |
| All | +22,391.8% | +731.2% | +21,660.6% | +2,890.3% |
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