+128.7%
IVZ vs TXT
+7.8%
+120.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.1% |
| 7D | -2.4% | -2.5% | +0.1% | -1.1% |
| 30D | -11.2% | +14.4% | -25.6% | -18.3% |
| 3M | -14.0% | -4.9% | -9.1% | -11.8% |
| 6M | +0.5% | -10.2% | +10.7% | +6.3% |
| YTD | +5.4% | -4.1% | +9.5% | +5.8% |
| 1Y | +19.5% | +4.0% | +15.5% | +13.3% |
| 3Y | +128.7% | +8.0% | +120.8% | +104.8% |
| All | +128.7% | +7.8% | +120.9% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling