+41.6%
TXN vs IWF
+10.9%
+30.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.1% | +0.5% | -0.6% | -0.5% |
| 30D | -6.9% | -0.4% | -6.6% | -6.6% |
| 3M | -14.9% | -2.6% | -12.3% | -13.4% |
| 6M | +29.0% | +9.1% | +19.9% | +22.1% |
| YTD | +51.5% | +4.5% | +47.0% | +46.7% |
| 1Y | +41.6% | +10.1% | +31.5% | +43.0% |
| All | +41.6% | +10.9% | +30.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling