+84.5%
IWD vs TXG
+67.8%
+16.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.3% | 0.0% |
| 7D | +1.7% | +1.8% | -0.1% | +1.5% |
| 30D | +3.2% | -17.7% | +20.9% | +4.4% |
| 3M | +2.3% | +2.3% | 0.0% | +1.0% |
| 6M | +12.9% | +182.5% | -169.6% | +0.8% |
| YTD | +26.2% | +262.4% | -236.1% | +9.2% |
| 1Y | +28.3% | +254.1% | -225.8% | +11.0% |
| All | +84.5% | +67.8% | +16.7% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling