+41.5%
IVZ vs TXT
+89.4%
-47.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.9% |
| 7D | +7.6% | +0.1% | +7.5% | +7.5% |
| 30D | +4.3% | +13.3% | -9.0% | -5.0% |
| 3M | -9.3% | -5.0% | -4.4% | -7.0% |
| 6M | +5.2% | -8.4% | +13.7% | +10.3% |
| YTD | +13.4% | -4.0% | +17.4% | +13.7% |
| 1Y | +25.4% | +2.8% | +22.6% | +19.6% |
| 3Y | +152.5% | +10.3% | +142.2% | +124.4% |
| 5Y | +36.7% | +9.2% | +27.5% | +21.0% |
| All | +41.5% | +89.4% | -47.9% | -22.7% |
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