+200.5%
IWD vs TD
+295.5%
-95.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | +0.1% |
| 7D | -1.2% | -1.9% | +0.7% | -0.1% |
| 30D | -1.6% | -1.6% | 0.0% | -0.9% |
| 3M | +7.0% | +4.6% | +2.4% | +3.8% |
| 6M | +17.0% | +26.8% | -9.8% | +1.1% |
| YTD | +21.6% | +28.3% | -6.7% | +4.2% |
| 1Y | +28.0% | +60.4% | -32.5% | -4.2% |
| 3Y | +70.6% | +125.7% | -55.2% | +1.9% |
| 5Y | +73.3% | +122.4% | -49.0% | +2.6% |
| 10Y | +200.5% | +297.1% | -96.6% | +22.4% |
| All | +200.5% | +295.5% | -95.0% | +22.4% |
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