+1,337.2%
TTMI vs IBB
+546.5%
+790.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +4.7% |
| 7D | +12.2% | -1.7% | +13.8% | +13.5% |
| 30D | -5.7% | +4.9% | -10.6% | -10.2% |
| 3M | -27.5% | +24.2% | -51.7% | -40.0% |
| 6M | +47.1% | +23.8% | +23.3% | +22.4% |
| YTD | +87.5% | +23.0% | +64.5% | +56.9% |
| 1Y | +175.2% | +46.2% | +129.1% | +101.2% |
| 3Y | +901.9% | +64.8% | +837.1% | +562.8% |
| 5Y | +843.5% | +20.9% | +822.6% | +682.2% |
| 10Y | +1,077.0% | +121.6% | +955.4% | +467.7% |
| All | +1,337.2% | +546.5% | +790.7% | +105.3% |
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