+1,041.7%
TNA vs IBB
+886.4%
+155.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.8% | -0.4% |
| 7D | +7.7% | +1.6% | +6.1% | +4.5% |
| 30D | -0.7% | +6.7% | -7.4% | -12.7% |
| 3M | -25.4% | +6.3% | -31.7% | -35.7% |
| 6M | -11.8% | +23.9% | -35.7% | -45.7% |
| YTD | +23.9% | +26.6% | -2.6% | -26.8% |
| 1Y | +25.6% | +29.6% | -4.1% | -29.1% |
| 3Y | +137.1% | +86.1% | +51.0% | -29.2% |
| 5Y | -45.4% | +40.3% | -85.8% | -64.2% |
| 10Y | +39.5% | +128.1% | -88.6% | -54.1% |
| All | +1,041.7% | +886.4% | +155.3% | -96.1% |
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 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