+886.2%
IVZ vs TXT
+623.4%
+262.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.4% | -7.1% |
| 7D | -6.7% | -2.5% | -4.1% | -5.3% |
| 30D | -10.9% | +12.8% | -23.7% | -17.2% |
| 3M | -14.8% | -3.6% | -11.2% | -13.7% |
| 6M | +2.4% | -6.9% | +9.3% | +5.5% |
| YTD | +5.4% | -2.2% | +7.6% | +4.8% |
| 1Y | +19.6% | +6.3% | +13.3% | +13.4% |
| 3Y | +122.4% | +10.3% | +112.2% | +104.9% |
| 5Y | +28.8% | +10.6% | +18.1% | +18.3% |
| 10Y | +52.3% | +121.0% | -68.7% | -7.7% |
| All | +886.2% | +623.4% | +262.8% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling