+71.5%
IWD vs TD
+128.4%
-56.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.2% | +0.9% | -1.0% | -0.5% |
| 30D | -0.8% | -0.7% | -0.1% | -0.6% |
| 3M | +8.0% | +6.3% | +1.8% | +5.3% |
| 6M | +18.2% | +27.9% | -9.7% | +6.9% |
| YTD | +22.3% | +29.8% | -7.5% | +9.9% |
| 1Y | +28.9% | +63.7% | -34.8% | +5.8% |
| 3Y | +71.5% | +128.3% | -56.8% | +21.2% |
| All | +71.5% | +128.4% | -56.9% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling