+606.5%
TXN vs IVV
+746.5%
-140.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.3% | +3.7% |
| 7D | -2.1% | +0.1% | -2.2% | -1.8% |
| 30D | +4.7% | -3.3% | +8.0% | +9.8% |
| 3M | +3.9% | -2.4% | +6.3% | +7.6% |
| 6M | +3.8% | +2.6% | +1.2% | +1.8% |
| YTD | +74.2% | +11.3% | +62.9% | +54.5% |
| 1Y | +88.2% | +13.4% | +74.8% | +63.0% |
| 3Y | +124.0% | +80.3% | +43.7% | +11.0% |
| 5Y | +78.4% | +72.7% | +5.6% | -6.7% |
| 10Y | +455.6% | +309.6% | +145.9% | +0.8% |
| All | +606.5% | +746.5% | -140.0% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling