+73.4%
IWF vs TXG
-64.0%
+137.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.7% |
| 7D | -1.7% | +5.0% | -6.7% | -2.5% |
| 30D | -1.8% | +13.5% | -15.4% | -4.0% |
| 3M | +1.5% | +128.0% | -126.6% | -12.1% |
| 6M | +7.7% | +224.4% | -216.7% | -12.7% |
| YTD | +2.7% | +307.0% | -304.3% | -20.4% |
| 1Y | +6.8% | +427.2% | -420.5% | -21.9% |
| 3Y | +76.9% | +40.2% | +36.7% | +53.4% |
| 5Y | +73.4% | -64.0% | +137.4% | +72.8% |
| All | +73.4% | -64.0% | +137.4% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling