-92.7%
IOVA vs TXT
+298.3%
-391.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.7% |
| 7D | -5.2% | -2.5% | -2.7% | -4.3% |
| 30D | -37.8% | +14.4% | -52.2% | -43.0% |
| 3M | +29.5% | -4.9% | +34.4% | +28.0% |
| 6M | +96.6% | -10.2% | +106.8% | +98.7% |
| YTD | +194.5% | -4.1% | +198.6% | +186.1% |
| 1Y | +248.1% | +4.0% | +244.1% | +226.9% |
| 3Y | +86.1% | +8.0% | +78.2% | +75.7% |
| 5Y | -67.8% | +8.4% | -76.3% | -70.0% |
| 10Y | +38.6% | +116.6% | -78.0% | -5.3% |
| All | -92.7% | +298.3% | -391.0% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling