-63.5%
TXG vs IOVA
-64.1%
+0.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +3.3% |
| 7D | +9.1% | -2.2% | +11.4% | +9.6% |
| 30D | +14.9% | +31.7% | -16.8% | +7.7% |
| 3M | +120.0% | +117.3% | +2.7% | +77.4% |
| 6M | +221.8% | +55.8% | +166.0% | +175.3% |
| YTD | +312.6% | +208.8% | +103.8% | +189.9% |
| 1Y | +398.4% | +255.7% | +142.7% | +230.5% |
| 3Y | +42.1% | +41.7% | +0.4% | -3.7% |
| 5Y | -63.5% | -64.9% | +1.4% | -68.7% |
| All | -63.5% | -64.1% | +0.7% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling