-63.3%
IOVA vs TXT
+10.4%
-73.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +9.7% | -4.8% | +14.5% | +13.8% |
| 30D | +102.5% | -10.6% | +113.1% | +119.4% |
| 3M | +100.7% | -13.2% | +113.9% | +120.3% |
| 6M | +106.3% | -20.3% | +126.7% | +141.0% |
| YTD | +222.0% | -9.3% | +231.2% | +231.8% |
| 1Y | +299.5% | -2.7% | +302.2% | +288.0% |
| 3Y | +42.9% | +1.4% | +41.5% | +36.2% |
| All | -63.3% | +10.4% | -73.7% | -68.0% |
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