+58.0%
TXN vs IWD
+73.8%
-15.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.4% |
| 30D | -9.5% | -0.8% | -8.7% | -8.7% |
| 3M | -10.5% | +8.0% | -18.6% | -19.4% |
| 6M | +35.4% | +18.2% | +17.2% | +8.9% |
| YTD | +51.8% | +22.3% | +29.4% | +16.8% |
| 1Y | +42.9% | +28.9% | +14.1% | +3.0% |
| 3Y | +71.3% | +71.5% | -0.2% | -11.7% |
| 5Y | +58.0% | +73.6% | -15.6% | -17.7% |
| All | +58.0% | +73.8% | -15.8% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling