+41.6%
TXN vs IGV
-1.8%
+43.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +1.6% |
| 7D | -0.1% | -4.5% | +4.4% | -0.5% |
| 30D | -6.9% | +3.2% | -10.2% | -6.5% |
| 3M | -14.9% | +4.5% | -19.5% | -14.0% |
| 6M | +29.0% | +22.1% | +6.9% | +32.6% |
| YTD | +51.5% | -1.0% | +52.5% | +69.5% |
| 1Y | +41.6% | -2.1% | +43.7% | +68.9% |
| All | +41.6% | -1.8% | +43.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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