-67.9%
IOVA vs TXT
+7.8%
-75.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +5.1% |
| 7D | -5.2% | -2.5% | -2.7% | -3.8% |
| 30D | -37.8% | +14.4% | -52.2% | -46.2% |
| 3M | +29.5% | -4.9% | +34.4% | +28.1% |
| 6M | +96.6% | -10.2% | +106.8% | +101.8% |
| YTD | +194.5% | -4.1% | +198.6% | +178.0% |
| 1Y | +248.1% | +4.0% | +244.1% | +206.9% |
| 3Y | +86.1% | +8.0% | +78.2% | +61.8% |
| All | -67.9% | +7.8% | -75.6% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling