+419.8%
TXN vs IWD
+203.8%
+216.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +2.8% |
| 7D | +4.0% | -0.8% | +4.8% | +4.9% |
| 30D | -2.9% | -0.8% | -2.0% | -2.0% |
| 3M | -9.1% | +6.9% | -16.0% | -15.9% |
| 6M | +36.6% | +18.3% | +18.3% | +13.3% |
| YTD | +57.5% | +22.4% | +35.1% | +25.8% |
| 1Y | +49.5% | +27.4% | +22.1% | +14.3% |
| 3Y | +76.5% | +71.2% | +5.4% | -0.8% |
| 5Y | +62.4% | +75.7% | -13.3% | -10.6% |
| All | +419.8% | +203.8% | +216.0% | +74.4% |
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