+56.4%
TXN vs IVZ
+57.9%
-1.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +2.0% | -2.4% | +4.4% | +3.0% |
| 30D | -8.0% | +2.5% | -10.5% | -9.0% |
| 3M | -7.8% | +17.1% | -24.8% | -13.9% |
| 6M | +32.4% | +35.1% | -2.7% | +15.8% |
| YTD | +51.7% | +24.3% | +27.4% | +36.5% |
| 1Y | +44.3% | +48.7% | -4.4% | +19.6% |
| 3Y | +71.3% | +135.6% | -64.4% | +11.1% |
| 5Y | +56.4% | +60.3% | -3.9% | +11.9% |
| All | +56.4% | +57.9% | -1.5% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling