+378.0%
IOVA vs TXT
+9.2%
+368.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.9% |
| 7D | -41.3% | +10.6% | -51.9% | -37.8% |
| 30D | -38.5% | +14.4% | -52.9% | -35.4% |
| 3M | +99.5% | -2.7% | +102.3% | +117.0% |
| 6M | +126.0% | -4.7% | +130.6% | +147.6% |
| YTD | +218.7% | -0.5% | +219.2% | +221.9% |
| 1Y | +378.0% | +8.7% | +369.3% | +289.4% |
| All | +378.0% | +9.2% | +368.8% | +289.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling