+64.0%
IWF vs TXT
+15.4%
+48.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.3% |
| 7D | -2.9% | -1.1% | -1.9% | -2.6% |
| 30D | -10.9% | +17.1% | -27.9% | -15.0% |
| 3M | -8.1% | -2.6% | -5.4% | -7.4% |
| 6M | -7.5% | -4.6% | -3.0% | -6.6% |
| YTD | -3.4% | -0.3% | -3.0% | -4.7% |
| 1Y | -5.0% | +5.9% | -10.9% | -8.5% |
| 3Y | +64.0% | +14.4% | +49.6% | +49.0% |
| All | +64.0% | +15.4% | +48.6% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling