+56.8%
IWF vs TXT
+14.4%
+42.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.5% |
| 7D | -2.9% | -1.1% | -1.9% | -2.5% |
| 30D | -10.9% | +17.1% | -27.9% | -16.8% |
| 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% | -5.3% |
| 1Y | -5.0% | +5.9% | -10.9% | -9.7% |
| 3Y | +64.0% | +14.4% | +49.6% | +43.9% |
| 5Y | +56.8% | +15.9% | +40.9% | +31.4% |
| All | +56.8% | +14.4% | +42.4% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling