+419.8%
TXN vs IVZ
+65.9%
+353.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.4% |
| 7D | +4.0% | -2.4% | +6.4% | +4.9% |
| 30D | -2.9% | +3.0% | -5.9% | -4.0% |
| 3M | -9.1% | +14.9% | -24.0% | -14.1% |
| 6M | +36.6% | +36.7% | -0.1% | +20.2% |
| YTD | +57.5% | +25.7% | +31.8% | +42.4% |
| 1Y | +49.5% | +47.7% | +1.8% | +26.4% |
| 3Y | +76.5% | +138.8% | -62.3% | +20.1% |
| 5Y | +62.4% | +62.1% | +0.3% | +23.6% |
| All | +419.8% | +65.9% | +353.9% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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