+19.2%
TXG vs IBB
+110.3%
-91.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -1.7% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | -22.0% | +5.2% | -27.2% | -26.4% |
| 3M | +7.4% | +8.6% | -1.2% | -2.6% |
| 6M | +191.2% | +27.8% | +163.4% | +109.4% |
| YTD | +285.7% | +28.8% | +256.8% | +176.0% |
| 1Y | +268.3% | +36.4% | +231.9% | +141.3% |
| 3Y | +77.3% | +89.3% | -12.1% | -22.1% |
| 5Y | -62.3% | +43.3% | -105.6% | -75.1% |
| All | +19.2% | +110.3% | -91.0% | -43.5% |
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