+75.5%
IBB vs TENB
-3.6%
+79.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.4% |
| 7D | -5.2% | -7.1% | +1.9% | -3.8% |
| 30D | +1.5% | -15.4% | +16.8% | +4.4% |
| 3M | +22.1% | +19.5% | +2.6% | +15.5% |
| 6M | +17.7% | +54.8% | -37.1% | +3.7% |
| YTD | +20.2% | +36.1% | -16.0% | +8.3% |
| 1Y | +44.4% | +7.0% | +37.5% | +37.6% |
| 3Y | +61.1% | -27.6% | +88.7% | +64.2% |
| 5Y | +18.5% | -30.5% | +49.0% | +16.0% |
| All | +75.5% | -3.6% | +79.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TENB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling