+40.5%
IBB vs TXT
+8.5%
+31.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | +4.6% | +13.3% | -8.8% | -0.5% |
| 3M | +6.8% | -5.0% | +11.8% | +8.4% |
| 6M | +23.1% | -8.4% | +31.5% | +26.0% |
| YTD | +26.0% | -4.0% | +30.0% | +25.6% |
| 1Y | +30.4% | +2.8% | +27.6% | +26.3% |
| 3Y | +85.4% | +10.3% | +75.2% | +70.5% |
| All | +40.5% | +8.5% | +31.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling