+36.7%
TXG vs IOVA
+45.5%
-8.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.9% |
| 7D | +9.4% | +5.1% | +4.3% | +8.3% |
| 30D | +26.1% | +37.2% | -11.1% | +18.5% |
| 3M | +124.8% | +117.5% | +7.3% | +87.5% |
| 6M | +215.2% | +69.6% | +145.6% | +172.4% |
| YTD | +302.2% | +218.7% | +83.5% | +194.7% |
| 1Y | +370.9% | +265.5% | +105.4% | +228.2% |
| All | +36.7% | +45.5% | -8.8% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling