+217.6%
IWF vs TXG
+21.5%
+196.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -1.1% |
| 7D | +1.5% | +9.4% | -7.9% | 0.0% |
| 30D | -1.3% | +26.1% | -27.3% | -5.2% |
| 3M | +0.1% | +124.8% | -124.7% | -13.2% |
| 6M | +10.3% | +215.2% | -205.0% | -10.4% |
| YTD | +4.2% | +302.2% | -298.1% | -19.3% |
| 1Y | +9.3% | +370.9% | -361.6% | -18.7% |
| 3Y | +79.3% | +38.5% | +40.8% | +54.6% |
| 5Y | +73.8% | -64.4% | +138.1% | +75.1% |
| All | +217.6% | +21.5% | +196.1% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling