+19.5%
IVZ vs TXT
+4.1%
+15.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | -2.4% | -2.5% | +0.1% | -1.5% |
| 30D | -11.2% | +14.4% | -25.6% | -16.1% |
| 3M | -14.0% | -4.9% | -9.1% | -11.9% |
| 6M | +0.5% | -10.2% | +10.7% | +5.2% |
| YTD | +5.4% | -4.1% | +9.5% | +5.7% |
| 1Y | +19.5% | +4.0% | +15.5% | +14.4% |
| All | +19.5% | +4.1% | +15.3% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling