+675.9%
ETN vs IBB
+125.2%
+550.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.7% |
| 7D | +3.0% | -5.2% | +8.3% | +6.1% |
| 30D | -10.9% | +1.5% | -12.4% | -12.0% |
| 3M | +9.2% | +22.1% | -12.9% | -3.3% |
| 6M | +13.9% | +17.7% | -3.8% | +2.9% |
| YTD | +29.5% | +20.2% | +9.4% | +15.4% |
| 1Y | +14.2% | +44.4% | -30.2% | -8.6% |
| 3Y | +79.9% | +61.1% | +18.8% | +33.9% |
| 5Y | +175.7% | +18.5% | +157.1% | +141.1% |
| All | +675.9% | +125.2% | +550.7% | +353.8% |
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