+1,502.2%
TSM vs IBB
+139.6%
+1,362.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +1.7% |
| 7D | -2.5% | +2.7% | -5.2% | -3.9% |
| 30D | -14.3% | +6.3% | -20.6% | -17.4% |
| 3M | -7.2% | +11.1% | -18.3% | -13.5% |
| 6M | -5.1% | +29.2% | -34.4% | -20.0% |
| YTD | +28.9% | +30.2% | -1.3% | +7.9% |
| 1Y | +37.1% | +39.5% | -2.4% | +9.6% |
| 3Y | +341.5% | +92.3% | +249.1% | +183.9% |
| 5Y | +245.7% | +43.0% | +202.7% | +165.2% |
| 10Y | +1,502.2% | +137.1% | +1,365.1% | +830.0% |
| All | +1,502.2% | +139.6% | +1,362.6% | +830.0% |
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