+356.3%
IGV vs TXT
+103.1%
+253.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | -2.6% | -10.2% | +7.6% | +0.8% |
| 3M | +10.5% | -13.3% | +23.8% | +15.5% |
| 6M | +18.2% | -14.4% | +32.5% | +23.2% |
| YTD | -4.2% | -9.1% | +4.9% | -2.8% |
| 1Y | -9.8% | -2.2% | -7.7% | -11.0% |
| 3Y | +39.1% | +5.1% | +34.1% | +31.9% |
| 5Y | +21.2% | +12.8% | +8.4% | +11.5% |
| All | +356.3% | +103.1% | +253.2% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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