+265.5%
IOVA vs TXT
-2.3%
+267.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | +37.2% | -11.1% | +48.3% | +42.0% |
| 3M | +117.5% | -13.0% | +130.5% | +126.4% |
| 6M | +69.6% | -16.2% | +85.8% | +78.1% |
| YTD | +218.7% | -8.7% | +227.4% | +207.7% |
| 1Y | +265.5% | -3.8% | +269.3% | +226.8% |
| All | +265.5% | -2.3% | +267.8% | +226.8% |
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