+204.6%
IWD vs TD
+302.8%
-98.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.6% | -3.1% | +2.5% | +1.2% |
| 30D | +3.6% | +6.7% | -3.1% | -0.3% |
| 3M | +2.7% | +3.1% | -0.5% | +0.6% |
| 6M | +13.2% | +17.6% | -4.4% | +2.3% |
| YTD | +26.8% | +34.8% | -8.0% | +5.4% |
| 1Y | +29.3% | +55.6% | -26.3% | -1.4% |
| 3Y | +85.1% | +133.1% | -48.0% | +8.7% |
| 5Y | +74.2% | +104.7% | -30.5% | +9.3% |
| 10Y | +204.6% | +303.6% | -99.0% | +26.7% |
| All | +204.6% | +302.8% | -98.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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