+425.2%
TXG vs IOVA
+259.8%
+165.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.7% | -2.3% | +2.8% |
| 7D | +9.5% | -2.2% | +11.6% | +9.7% |
| 30D | +18.8% | +27.6% | -8.8% | +16.3% |
| 3M | +136.1% | +117.2% | +18.9% | +119.7% |
| 6M | +235.2% | +77.7% | +157.6% | +217.4% |
| YTD | +320.5% | +215.0% | +105.5% | +260.1% |
| 1Y | +425.2% | +255.4% | +169.8% | +367.3% |
| All | +425.2% | +259.8% | +165.4% | +367.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling