+10.3%
TXG vs IBB
+105.8%
-95.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.9% |
| 7D | -1.8% | -0.5% | -1.3% | -0.7% |
| 30D | -20.4% | +4.6% | -24.9% | -24.2% |
| 3M | +0.1% | +6.8% | -6.8% | -6.9% |
| 6M | +176.2% | +23.1% | +153.1% | +109.9% |
| YTD | +256.8% | +26.0% | +230.7% | +163.8% |
| 1Y | +255.9% | +30.4% | +225.5% | +150.0% |
| 3Y | +60.2% | +85.4% | -25.2% | -27.4% |
| 5Y | -65.1% | +39.7% | -104.8% | -76.1% |
| All | +10.3% | +105.8% | -95.4% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling