+726.5%
IWD vs TXT
+216.9%
+509.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.3% | -4.8% | +4.5% | +1.3% |
| 30D | +0.6% | -10.6% | +11.2% | +4.2% |
| 3M | +7.2% | -13.2% | +20.4% | +11.8% |
| 6M | +16.2% | -20.3% | +36.6% | +24.2% |
| YTD | +23.3% | -9.3% | +32.6% | +26.1% |
| 1Y | +29.6% | -2.7% | +32.3% | +29.3% |
| 3Y | +70.5% | +1.4% | +69.1% | +65.9% |
| 5Y | +73.5% | +9.6% | +63.9% | +62.5% |
| 10Y | +198.3% | +94.9% | +103.4% | +119.4% |
| All | +726.5% | +216.9% | +509.6% | +274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling