+37.0%
IVZ vs TXT
+8.5%
+28.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.7% |
| 3M | -9.3% | -5.0% | -4.4% | -6.8% |
| 6M | +5.2% | -8.4% | +13.7% | +10.4% |
| YTD | +13.4% | -4.0% | +17.4% | +13.6% |
| 1Y | +25.4% | +2.8% | +22.6% | +19.2% |
| 3Y | +152.5% | +10.3% | +142.2% | +119.5% |
| All | +37.0% | +8.5% | +28.4% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling