+415.7%
TXN vs IVV
+314.9%
+100.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | +2.7% | -0.4% | +3.0% | +3.1% |
| 30D | -6.7% | -1.4% | -5.4% | -5.2% |
| 3M | -8.9% | +3.7% | -12.6% | -12.4% |
| 6M | +34.7% | +13.0% | +21.7% | +17.2% |
| YTD | +53.3% | +12.4% | +40.9% | +34.1% |
| 1Y | +45.0% | +18.6% | +26.4% | +19.0% |
| 3Y | +73.1% | +78.1% | -5.0% | -11.1% |
| 5Y | +59.9% | +82.3% | -22.4% | -19.6% |
| 10Y | +415.7% | +322.1% | +93.6% | -2.7% |
| All | +415.7% | +314.9% | +100.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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