+17.6%
TXG vs IBB
+111.2%
-93.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -2.0% |
| 7D | -8.1% | -1.4% | -6.7% | -5.4% |
| 30D | -17.5% | +6.8% | -24.3% | -23.9% |
| 3M | +6.1% | +9.2% | -3.1% | -4.6% |
| 6M | +202.7% | +28.3% | +174.3% | +116.3% |
| YTD | +280.4% | +29.4% | +251.1% | +170.5% |
| 1Y | +274.0% | +33.2% | +240.9% | +154.4% |
| 3Y | +74.9% | +90.2% | -15.3% | -23.7% |
| 5Y | -63.0% | +44.0% | -107.0% | -75.7% |
| All | +17.6% | +111.2% | -93.6% | -44.6% |
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