+51.4%
IBB vs TXT
-1.0%
+52.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.4% | -4.8% | +6.2% | +2.4% |
| 30D | +10.5% | -10.6% | +21.1% | +13.0% |
| 3M | +23.6% | -13.2% | +36.8% | +26.7% |
| 6M | +22.6% | -20.3% | +43.0% | +27.7% |
| YTD | +25.7% | -9.3% | +34.9% | +26.9% |
| 1Y | +51.4% | -2.7% | +54.1% | +48.1% |
| All | +51.4% | -1.0% | +52.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling