+481.5%
TXN vs IWD
+205.2%
+276.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +2.6% |
| 7D | -0.5% | -0.6% | 0.0% | +0.5% |
| 30D | +10.5% | +3.6% | +6.9% | +6.4% |
| 3M | +10.7% | +2.7% | +8.0% | +7.5% |
| 6M | +5.1% | +13.2% | -8.1% | -8.5% |
| YTD | +82.5% | +26.8% | +55.7% | +40.2% |
| 1Y | +98.2% | +29.3% | +68.9% | +49.0% |
| 3Y | +128.4% | +85.1% | +43.2% | +17.6% |
| 5Y | +89.0% | +74.2% | +14.8% | +4.7% |
| 10Y | +481.5% | +204.6% | +276.9% | +88.5% |
| All | +481.5% | +205.2% | +276.3% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling