+1,269.1%
TXN vs IOVA
-91.6%
+1,360.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.8% |
| 7D | -0.1% | +9.7% | -9.8% | -0.3% |
| 30D | -6.9% | +102.5% | -109.5% | -8.7% |
| 3M | -14.9% | +100.7% | -115.6% | -16.7% |
| 6M | +29.0% | +106.3% | -77.3% | +26.0% |
| YTD | +51.5% | +222.0% | -170.5% | +45.9% |
| 1Y | +41.6% | +299.5% | -258.0% | +35.3% |
| 3Y | +65.8% | +42.9% | +22.9% | +59.2% |
| 5Y | +56.8% | -65.0% | +121.8% | +52.8% |
| 10Y | +387.5% | +10.3% | +377.2% | +363.0% |
| All | +1,269.1% | -91.6% | +1,360.7% | +1,136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling