+365.8%
TTD vs IBB
+115.4%
+250.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -0.4% |
| 7D | +1.7% | -1.7% | +3.4% | +3.8% |
| 30D | +1.6% | +4.9% | -3.3% | -4.7% |
| 3M | -27.8% | +24.2% | -52.1% | -45.6% |
| 6M | -52.1% | +23.8% | -76.0% | -64.4% |
| YTD | -63.1% | +23.0% | -86.0% | -72.6% |
| 1Y | -73.1% | +46.2% | -119.2% | -84.1% |
| 3Y | -83.3% | +64.8% | -148.1% | -92.0% |
| 5Y | -80.6% | +20.9% | -101.5% | -85.1% |
| All | +365.8% | +115.4% | +250.4% | +95.3% |
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 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