+1,035.3%
TXN vs IBB
+560.8%
+474.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.4% |
| 7D | -0.1% | +1.4% | -1.5% | -1.0% |
| 30D | -6.9% | +10.5% | -17.4% | -13.3% |
| 3M | -14.9% | +23.6% | -38.6% | -26.7% |
| 6M | +29.0% | +22.6% | +6.4% | +11.3% |
| YTD | +51.5% | +25.7% | +25.8% | +28.2% |
| 1Y | +41.6% | +51.4% | -9.8% | +5.5% |
| 3Y | +65.8% | +64.4% | +1.4% | +16.5% |
| 5Y | +56.8% | +22.1% | +34.7% | +32.5% |
| 10Y | +387.5% | +132.5% | +255.0% | +164.7% |
| All | +1,035.3% | +560.8% | +474.5% | +125.9% |
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