-22.5%
TNA vs IBB
+20.0%
-42.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -2.2% |
| 7D | -3.6% | -3.9% | +0.3% | +4.9% |
| 30D | -10.1% | +2.7% | -12.8% | -16.8% |
| 3M | +2.7% | +21.4% | -18.7% | -35.2% |
| 6M | +38.4% | +20.1% | +18.3% | -10.2% |
| YTD | +45.4% | +21.9% | +23.6% | -9.3% |
| 1Y | +55.9% | +44.1% | +11.8% | -33.5% |
| 3Y | +109.8% | +63.4% | +46.5% | -23.4% |
| 5Y | -22.5% | +19.8% | -42.3% | -46.8% |
| All | -22.5% | +20.0% | -42.5% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling