+56.4%
TXN vs IGV
+19.6%
+36.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.8% |
| 7D | +2.0% | -5.4% | +7.3% | +4.6% |
| 30D | -8.0% | -2.6% | -5.4% | -7.2% |
| 3M | -7.8% | +10.5% | -18.3% | -12.8% |
| 6M | +32.4% | +18.2% | +14.2% | +18.0% |
| YTD | +51.7% | -4.2% | +55.9% | +52.4% |
| 1Y | +44.3% | -9.8% | +54.1% | +50.6% |
| 3Y | +71.3% | +39.1% | +32.2% | +33.2% |
| 5Y | +56.4% | +21.2% | +35.2% | +26.0% |
| All | +56.4% | +19.6% | +36.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling