+73.3%
IWD vs TXG
-63.6%
+136.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | -1.2% | +9.1% | -10.3% | -2.1% |
| 30D | -1.6% | +14.9% | -16.5% | -3.2% |
| 3M | +7.0% | +120.0% | -113.0% | -2.2% |
| 6M | +17.0% | +221.8% | -204.8% | +2.0% |
| YTD | +21.6% | +312.6% | -290.9% | +2.8% |
| 1Y | +28.0% | +398.4% | -370.5% | +5.0% |
| 3Y | +70.6% | +42.1% | +28.5% | +54.1% |
| 5Y | +73.3% | -63.5% | +136.8% | +60.8% |
| All | +73.3% | -63.6% | +136.9% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling