+38.2%
IVZ vs TXT
+90.9%
-52.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.7% |
| 7D | +5.1% | -1.1% | +6.2% | +5.9% |
| 30D | -1.6% | +13.3% | -14.8% | -10.2% |
| 3M | -9.1% | -5.1% | -4.0% | -6.6% |
| 6M | +1.8% | -7.1% | +8.9% | +5.6% |
| YTD | +10.8% | -3.2% | +14.1% | +10.5% |
| 1Y | +19.1% | +2.3% | +16.8% | +14.1% |
| 3Y | +144.4% | +11.1% | +133.3% | +116.2% |
| 5Y | +33.6% | +10.0% | +23.5% | +17.6% |
| All | +38.2% | +90.9% | -52.7% | -24.9% |
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