+400.7%
TXN vs IBB
+125.2%
+275.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.1% |
| 7D | +2.0% | -5.2% | +7.2% | +5.7% |
| 30D | -8.0% | +1.5% | -9.4% | -9.4% |
| 3M | -7.8% | +22.1% | -29.9% | -20.5% |
| 6M | +32.4% | +17.7% | +14.7% | +16.5% |
| YTD | +51.7% | +20.2% | +31.5% | +31.0% |
| 1Y | +44.3% | +44.4% | -0.1% | +8.9% |
| 3Y | +71.3% | +61.1% | +10.2% | +18.6% |
| 5Y | +56.4% | +18.5% | +37.9% | +33.1% |
| All | +400.7% | +125.2% | +275.5% | +194.1% |
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