+71.9%
TXN vs IWD
+69.9%
+2.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.9% |
| 7D | +2.7% | -1.2% | +3.8% | +4.5% |
| 30D | -6.7% | -1.6% | -5.1% | -4.5% |
| 3M | -8.9% | +7.0% | -15.9% | -18.3% |
| 6M | +34.7% | +17.0% | +17.7% | +5.9% |
| YTD | +53.3% | +21.6% | +31.7% | +13.6% |
| 1Y | +45.0% | +28.0% | +17.0% | -0.3% |
| All | +71.9% | +69.9% | +2.0% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling