+137.1%
IBB vs TXT
+115.3%
+21.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +2.1% |
| 7D | +2.7% | -3.5% | +6.2% | +3.8% |
| 30D | +6.3% | +15.2% | -8.8% | +1.7% |
| 3M | +11.1% | -4.5% | +15.5% | +12.1% |
| 6M | +29.2% | -6.1% | +35.3% | +30.7% |
| YTD | +30.2% | -2.0% | +32.2% | +29.4% |
| 1Y | +39.5% | +4.2% | +35.3% | +36.0% |
| 3Y | +92.3% | +14.4% | +77.9% | +80.4% |
| 5Y | +43.0% | +12.3% | +30.6% | +32.8% |
| 10Y | +137.1% | +101.8% | +35.3% | +92.0% |
| All | +137.1% | +115.3% | +21.8% | +92.0% |
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