+70.1%
TXN vs IWF
+75.5%
-5.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.2% |
| 7D | +2.0% | -1.7% | +3.7% | +3.6% |
| 30D | -8.0% | -1.8% | -6.1% | -6.4% |
| 3M | -7.8% | +1.5% | -9.2% | -8.6% |
| 6M | +32.4% | +7.7% | +24.7% | +24.2% |
| YTD | +51.7% | +2.7% | +49.0% | +48.1% |
| 1Y | +44.3% | +6.8% | +37.5% | +35.4% |
| All | +70.1% | +75.5% | -5.5% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling