+50.5%
IVZ vs TXT
+115.3%
-64.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.5% | +5.2% |
| 7D | +4.1% | -3.5% | +7.6% | +6.8% |
| 30D | -2.0% | +15.2% | -17.2% | -11.7% |
| 3M | -7.8% | -4.5% | -3.4% | -5.7% |
| 6M | +6.3% | -6.1% | +12.4% | +9.5% |
| YTD | +12.6% | -2.0% | +14.5% | +11.2% |
| 1Y | +27.6% | +4.2% | +23.4% | +20.7% |
| 3Y | +154.0% | +14.4% | +139.6% | +120.1% |
| 5Y | +37.3% | +12.3% | +25.0% | +19.2% |
| 10Y | +50.5% | +101.8% | -51.3% | -22.9% |
| All | +50.5% | +115.3% | -64.8% | -22.9% |
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