+400.7%
TXN vs IOVA
+3.8%
+396.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.8% |
| 7D | +2.0% | -6.4% | +8.4% | +2.5% |
| 30D | -8.0% | +25.4% | -33.4% | -9.9% |
| 3M | -7.8% | +115.3% | -123.1% | -14.9% |
| 6M | +32.4% | +56.5% | -24.1% | +24.8% |
| YTD | +51.7% | +198.2% | -146.5% | +33.4% |
| 1Y | +44.3% | +242.0% | -197.7% | +24.1% |
| 3Y | +71.3% | +36.8% | +34.5% | +46.0% |
| 5Y | +56.4% | -64.3% | +120.7% | +43.6% |
| All | +400.7% | +3.8% | +396.9% | +303.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling