+23.3%
TXG vs IBB
+112.6%
-89.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.8% | +7.0% | +5.6% |
| 7D | +5.5% | +2.7% | +2.8% | +2.5% |
| 30D | -19.3% | +6.3% | -25.7% | -25.1% |
| 3M | +25.0% | +11.1% | +14.0% | +9.8% |
| 6M | +201.2% | +29.2% | +171.9% | +113.0% |
| YTD | +298.8% | +30.2% | +268.6% | +180.8% |
| 1Y | +326.6% | +39.5% | +287.1% | +170.8% |
| 3Y | +78.3% | +92.3% | -14.0% | -23.5% |
| 5Y | -61.3% | +43.0% | -104.3% | -74.5% |
| All | +23.3% | +112.6% | -89.3% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling