+98.2%
TXN vs IBB
+36.8%
+61.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +3.0% |
| 7D | -0.5% | -1.4% | +0.8% | -0.1% |
| 30D | +10.5% | +6.8% | +3.7% | +9.5% |
| 3M | +10.7% | +9.2% | +1.5% | +8.7% |
| 6M | +5.1% | +28.3% | -23.3% | -2.9% |
| YTD | +82.5% | +29.4% | +53.1% | +63.3% |
| 1Y | +98.2% | +33.2% | +65.0% | +73.8% |
| All | +98.2% | +36.8% | +61.4% | +73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling