+485.1%
TXN vs IBB
+127.7%
+357.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +2.4% |
| 7D | +12.3% | +1.6% | +10.7% | +11.1% |
| 30D | +9.1% | +6.7% | +2.4% | +4.4% |
| 3M | +13.5% | +6.3% | +7.2% | +7.8% |
| 6M | +6.9% | +23.9% | -17.0% | -9.6% |
| YTD | +84.0% | +26.6% | +57.5% | +52.1% |
| 1Y | +95.8% | +29.6% | +66.1% | +58.8% |
| 3Y | +130.3% | +86.1% | +44.3% | +41.5% |
| 5Y | +89.2% | +40.3% | +48.8% | +41.5% |
| All | +485.1% | +127.7% | +357.4% | +221.1% |
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