+10.1%
IWF vs TXG
+372.5%
-362.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.5% | +1.8% | -1.3% | +0.4% |
| 30D | -0.4% | +32.0% | -32.4% | -3.3% |
| 3M | -2.6% | +87.0% | -89.6% | -8.9% |
| 6M | +9.1% | +180.1% | -170.9% | -1.7% |
| YTD | +4.5% | +284.1% | -279.6% | -8.3% |
| 1Y | +10.1% | +361.7% | -351.6% | -5.1% |
| All | +10.1% | +372.5% | -362.4% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling