+419.8%
TXN vs IWF
+422.7%
-2.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.0% |
| 7D | +4.0% | -0.9% | +4.9% | +5.0% |
| 30D | -2.9% | -1.7% | -1.1% | -1.1% |
| 3M | -9.1% | +0.7% | -9.8% | -9.4% |
| 6M | +36.6% | +8.6% | +28.1% | +26.0% |
| YTD | +57.5% | +3.5% | +54.0% | +51.8% |
| 1Y | +49.5% | +7.0% | +42.5% | +38.9% |
| 3Y | +76.5% | +76.3% | +0.2% | -2.7% |
| 5Y | +62.4% | +74.8% | -12.4% | -10.3% |
| All | +419.8% | +422.7% | -2.9% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling