+30.0%
TXG vs IOVA
-58.5%
+88.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.7% | -2.3% | +2.1% |
| 7D | +9.5% | -2.2% | +11.6% | +9.9% |
| 30D | +18.8% | +27.6% | -8.8% | +12.5% |
| 3M | +136.1% | +117.2% | +18.9% | +92.7% |
| 6M | +235.2% | +77.7% | +157.6% | +180.9% |
| YTD | +320.5% | +215.0% | +105.5% | +201.1% |
| 1Y | +425.2% | +255.4% | +169.8% | +258.4% |
| 3Y | +42.9% | +42.6% | +0.3% | +1.0% |
| 5Y | -62.8% | -62.2% | -0.6% | -68.9% |
| All | +30.0% | -58.5% | +88.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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