+4,713.2%
TXN vs IVZ
+1,081.7%
+3,631.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +2.7% | +1.2% | +1.5% | +2.2% |
| 30D | -6.7% | +1.8% | -8.5% | -7.4% |
| 3M | -8.9% | +15.7% | -24.7% | -13.9% |
| 6M | +34.7% | +36.3% | -1.6% | +19.5% |
| YTD | +53.3% | +24.9% | +28.4% | +39.7% |
| 1Y | +45.0% | +48.9% | -3.9% | +23.4% |
| 3Y | +73.1% | +136.8% | -63.7% | +21.3% |
| 5Y | +59.9% | +60.0% | 0.0% | +25.6% |
| 10Y | +415.7% | +63.4% | +352.3% | +262.1% |
| All | +4,713.2% | +1,081.7% | +3,631.5% | +1,406.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling