+973.2%
IGV vs TXT
+272.8%
+700.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -4.5% | -4.8% | +0.3% | -3.0% |
| 30D | +3.2% | -10.6% | +13.8% | +6.9% |
| 3M | +4.5% | -13.2% | +17.7% | +9.0% |
| 6M | +22.1% | -20.3% | +42.5% | +30.1% |
| YTD | -1.0% | -9.3% | +8.2% | +0.6% |
| 1Y | -2.1% | -2.7% | +0.6% | -2.9% |
| 3Y | +44.6% | +1.4% | +43.2% | +40.0% |
| 5Y | +22.2% | +9.6% | +12.6% | +14.9% |
| 10Y | +364.7% | +94.9% | +269.8% | +235.8% |
| All | +973.2% | +272.8% | +700.3% | +353.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling