+71.9%
TXN vs IOVA
+41.0%
+30.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.2% |
| 7D | +2.7% | -2.2% | +4.9% | +2.8% |
| 30D | -6.7% | +31.7% | -38.4% | -8.0% |
| 3M | -8.9% | +117.3% | -126.2% | -12.9% |
| 6M | +34.7% | +55.8% | -21.1% | +30.4% |
| YTD | +53.3% | +208.8% | -155.5% | +42.5% |
| 1Y | +45.0% | +255.7% | -210.7% | +32.9% |
| All | +71.9% | +41.0% | +30.9% | +51.9% |
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 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