+194.7%
IWD vs TXT
+98.4%
+96.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -0.8% | -11.1% | +10.3% | +3.8% |
| 3M | +8.0% | -13.0% | +21.0% | +13.5% |
| 6M | +18.2% | -16.2% | +34.4% | +25.6% |
| YTD | +22.3% | -8.7% | +31.0% | +25.2% |
| 1Y | +28.9% | -3.8% | +32.7% | +28.9% |
| 3Y | +71.5% | +5.5% | +66.0% | +62.1% |
| 5Y | +73.6% | +12.3% | +61.3% | +56.8% |
| 10Y | +194.7% | +97.4% | +97.3% | +93.1% |
| All | +194.7% | +98.4% | +96.3% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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