+127.0%
IBB vs TXT
+100.3%
+26.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -3.9% | +0.8% | -4.7% | -4.1% |
| 30D | +2.7% | -10.4% | +13.2% | +6.1% |
| 3M | +21.4% | -14.3% | +35.7% | +26.7% |
| 6M | +20.1% | -15.1% | +35.2% | +25.5% |
| YTD | +21.9% | -8.3% | +30.2% | +24.0% |
| 1Y | +44.1% | -0.7% | +44.8% | +42.9% |
| 3Y | +63.4% | +6.0% | +57.4% | +57.0% |
| 5Y | +19.8% | +12.5% | +7.2% | +11.5% |
| 10Y | +127.0% | +103.2% | +23.8% | +56.2% |
| All | +127.0% | +100.3% | +26.7% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling