+38.5%
TXG vs IBB
+64.8%
-26.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +8.2% |
| 7D | +9.4% | -1.7% | +11.0% | +12.1% |
| 30D | +26.1% | +4.9% | +21.2% | +16.2% |
| 3M | +124.8% | +24.2% | +100.6% | +56.4% |
| 6M | +215.2% | +23.8% | +191.4% | +121.3% |
| YTD | +302.2% | +23.0% | +279.3% | +185.3% |
| 1Y | +370.9% | +46.2% | +324.8% | +146.0% |
| 3Y | +38.5% | +64.8% | -26.3% | -38.2% |
| All | +38.5% | +64.8% | -26.3% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling