+43.5%
TSM vs IBB
+36.8%
+6.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.8% | +4.0% |
| 7D | +4.4% | -1.4% | +5.8% | +5.3% |
| 30D | -7.0% | +6.8% | -13.8% | -9.3% |
| 3M | -1.8% | +9.2% | -11.0% | -5.8% |
| 6M | +2.7% | +28.3% | -25.7% | -10.4% |
| YTD | +37.1% | +29.4% | +7.7% | +18.5% |
| 1Y | +43.5% | +33.2% | +10.3% | +22.7% |
| All | +43.5% | +36.8% | +6.7% | +22.7% |
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