+46.2%
IBB vs TXT
-2.3%
+48.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | +4.9% | -11.1% | +15.9% | +7.4% |
| 3M | +24.2% | -13.0% | +37.2% | +27.3% |
| 6M | +23.8% | -16.2% | +40.0% | +27.6% |
| YTD | +23.0% | -8.7% | +31.7% | +24.0% |
| 1Y | +46.2% | -3.8% | +49.9% | +43.4% |
| All | +46.2% | -2.3% | +48.5% | +43.4% |
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