+539.7%
TXN vs IWD
+726.5%
-186.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.5% |
| 7D | -0.1% | -0.3% | +0.2% | +0.2% |
| 30D | -6.9% | +0.6% | -7.5% | -7.6% |
| 3M | -14.9% | +7.2% | -22.2% | -21.0% |
| 6M | +29.0% | +16.2% | +12.8% | +10.4% |
| YTD | +51.5% | +23.3% | +28.1% | +21.7% |
| 1Y | +41.6% | +29.6% | +12.0% | +8.1% |
| 3Y | +65.8% | +70.5% | -4.6% | -3.7% |
| 5Y | +56.8% | +73.5% | -16.7% | -9.9% |
| 10Y | +387.5% | +198.3% | +189.1% | +59.7% |
| All | +539.7% | +726.5% | -186.8% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling