+205.0%
IWD vs TXT
+115.3%
+89.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.1% |
| 7D | +1.3% | -3.5% | +4.8% | +2.6% |
| 30D | +3.6% | +15.2% | -11.6% | -2.3% |
| 3M | +2.3% | -4.5% | +6.8% | +3.7% |
| 6M | +13.0% | -6.1% | +19.1% | +14.7% |
| YTD | +26.2% | -2.0% | +28.1% | +25.1% |
| 1Y | +30.5% | +4.2% | +26.2% | +26.1% |
| 3Y | +86.2% | +14.4% | +71.8% | +70.0% |
| 5Y | +72.9% | +12.3% | +60.6% | +55.8% |
| 10Y | +205.0% | +101.8% | +103.2% | +101.8% |
| All | +205.0% | +115.3% | +89.7% | +101.8% |
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