+65.4%
IVZ vs TXT
+94.9%
-29.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +0.6% | -4.8% | +5.4% | +4.1% |
| 30D | +4.0% | -10.6% | +14.6% | +12.3% |
| 3M | +18.2% | -13.2% | +31.4% | +29.7% |
| 6M | +32.8% | -20.3% | +53.2% | +54.2% |
| YTD | +28.7% | -9.3% | +38.0% | +35.4% |
| 1Y | +55.4% | -2.7% | +58.1% | +54.9% |
| 3Y | +135.2% | +1.4% | +133.8% | +123.3% |
| 5Y | +64.2% | +9.6% | +54.6% | +45.9% |
| All | +65.4% | +94.9% | -29.5% | -15.1% |
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 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