+74.7%
TNA vs IBB
+125.2%
-50.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -0.2% |
| 7D | -7.6% | -5.2% | -2.4% | +3.2% |
| 30D | -13.6% | +1.5% | -15.1% | -17.6% |
| 3M | +2.8% | +22.1% | -19.3% | -34.2% |
| 6M | +34.5% | +17.7% | +16.8% | -6.5% |
| YTD | +41.0% | +20.2% | +20.9% | -6.5% |
| 1Y | +52.0% | +44.4% | +7.6% | -31.2% |
| 3Y | +103.5% | +61.1% | +42.4% | -15.7% |
| 5Y | -22.5% | +18.5% | -41.1% | -29.4% |
| All | +74.7% | +125.2% | -50.5% | -22.1% |
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