+128.5%
IWD vs TXG
+16.0%
+112.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -0.3% | +1.8% | -2.1% | -0.5% |
| 30D | +0.6% | +32.0% | -31.4% | -2.6% |
| 3M | +7.2% | +87.0% | -79.8% | -0.5% |
| 6M | +16.2% | +180.1% | -163.9% | +2.6% |
| YTD | +23.3% | +284.1% | -260.8% | +4.8% |
| 1Y | +29.6% | +361.7% | -332.1% | +6.9% |
| 3Y | +70.5% | +15.9% | +54.5% | +57.0% |
| 5Y | +73.5% | -66.2% | +139.6% | +71.9% |
| All | +128.5% | +16.0% | +112.5% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling