+396.5%
TTMI vs IBB
+126.8%
+269.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.6% |
| 7D | +11.4% | -0.5% | +11.9% | +12.1% |
| 30D | -28.3% | +4.6% | -32.8% | -29.9% |
| 3M | -46.7% | +6.8% | -53.5% | -49.4% |
| 6M | -56.1% | +23.1% | -79.2% | -62.8% |
| YTD | +7.4% | +26.0% | -18.7% | -10.3% |
| 1Y | +17.4% | +30.4% | -13.0% | -4.2% |
| 3Y | +429.1% | +85.4% | +343.7% | +232.8% |
| 5Y | +418.8% | +39.7% | +379.0% | +295.3% |
| All | +396.5% | +126.8% | +269.8% | +145.4% |
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