+361.7%
TXG vs IBB
+51.5%
+310.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.3% |
| 7D | +1.8% | +1.4% | +0.4% | -0.2% |
| 30D | +32.0% | +10.5% | +21.5% | +15.1% |
| 3M | +87.0% | +23.6% | +63.4% | +39.6% |
| 6M | +180.1% | +22.6% | +157.4% | +111.9% |
| YTD | +284.1% | +25.7% | +258.4% | +181.5% |
| 1Y | +361.7% | +51.4% | +310.3% | +143.0% |
| All | +361.7% | +51.5% | +310.2% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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