+2.8%
IOVA vs TXT
+89.4%
-86.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -45.4% | +13.3% | -58.7% | -50.2% |
| 3M | +19.0% | -5.0% | +24.0% | +17.8% |
| 6M | +112.0% | -8.4% | +120.4% | +112.5% |
| YTD | +184.2% | -4.0% | +188.2% | +175.4% |
| 1Y | +222.0% | +2.8% | +219.2% | +202.2% |
| 3Y | +92.6% | +10.3% | +82.3% | +78.8% |
| 5Y | -63.2% | +9.2% | -72.3% | -66.1% |
| All | +2.8% | +89.4% | -86.6% | -16.5% |
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