+126.7%
IWD vs TXG
+27.0%
+99.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.5% |
| 7D | -0.8% | +9.5% | -10.3% | -1.7% |
| 30D | -0.8% | +18.8% | -19.6% | -2.8% |
| 3M | +6.9% | +136.1% | -129.2% | -3.2% |
| 6M | +18.3% | +235.2% | -217.0% | +2.5% |
| YTD | +22.4% | +320.5% | -298.2% | +2.9% |
| 1Y | +27.4% | +425.2% | -397.8% | +3.7% |
| 3Y | +71.2% | +42.9% | +28.3% | +54.1% |
| 5Y | +75.7% | -62.8% | +138.5% | +72.4% |
| All | +126.7% | +27.0% | +99.7% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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