+1,516.1%
TXN vs IOVA
-92.6%
+1,608.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -2.9% |
| 7D | +9.5% | -3.5% | +12.9% | +9.6% |
| 30D | +8.7% | -45.4% | +54.1% | +10.0% |
| 3M | +11.6% | +19.0% | -7.4% | +10.6% |
| 6M | +0.1% | +112.0% | -111.9% | -2.6% |
| YTD | +78.8% | +184.2% | -105.4% | +72.1% |
| 1Y | +91.2% | +222.0% | -130.8% | +83.3% |
| 3Y | +125.8% | +92.6% | +33.3% | +114.9% |
| 5Y | +83.8% | -63.2% | +147.0% | +78.4% |
| 10Y | +469.9% | +2.1% | +467.8% | +440.7% |
| All | +1,516.1% | -92.6% | +1,608.7% | +1,358.2% |
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