+747.8%
IWD vs TD
+2,765.9%
-2,018.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +2.3% | +1.1% | +1.2% | +1.7% |
| 30D | +3.6% | +5.2% | -1.6% | +0.7% |
| 3M | +2.2% | +1.2% | +0.9% | +1.2% |
| 6M | +13.0% | +17.7% | -4.8% | +2.6% |
| YTD | +26.5% | +34.2% | -7.7% | +6.5% |
| 1Y | +30.1% | +55.4% | -25.3% | +0.9% |
| 3Y | +84.9% | +130.4% | -45.5% | +13.2% |
| 5Y | +73.4% | +101.8% | -28.4% | +13.0% |
| 10Y | +204.0% | +301.9% | -97.8% | +32.0% |
| All | +747.8% | +2,765.9% | -2,018.1% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling