+546.9%
IBB vs TXT
+316.0%
+230.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.3% |
| 7D | -1.8% | -2.5% | +0.7% | -1.2% |
| 30D | +5.1% | +14.4% | -9.3% | +1.1% |
| 3M | +10.7% | -4.9% | +15.6% | +11.8% |
| 6M | +22.9% | -10.2% | +33.1% | +25.6% |
| YTD | +26.7% | -4.1% | +30.8% | +26.7% |
| 1Y | +35.1% | +4.0% | +31.2% | +32.3% |
| 3Y | +80.2% | +8.0% | +72.2% | +73.2% |
| 5Y | +37.8% | +8.4% | +29.4% | +30.9% |
| 10Y | +161.2% | +116.6% | +44.6% | +94.1% |
| All | +546.9% | +316.0% | +230.9% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling