+70.8%
TXG vs IOVA
+107.4%
-36.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -8.1% | -7.0% | -1.1% | -6.5% |
| 30D | -17.5% | -44.4% | +27.0% | -8.6% |
| 3M | +6.1% | +24.7% | -18.5% | -0.1% |
| 6M | +202.7% | +118.6% | +84.0% | +145.7% |
| YTD | +280.4% | +196.3% | +84.1% | +177.1% |
| 1Y | +274.0% | +205.3% | +68.7% | +168.9% |
| All | +70.8% | +107.4% | -36.6% | +6.7% |
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