+749.4%
IWD vs TD
+2,777.9%
-2,028.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | +2.7% | +3.1% | -0.5% | +0.6% |
| 6M | +13.2% | +17.6% | -4.4% | +2.9% |
| YTD | +26.8% | +34.8% | -8.0% | +6.5% |
| 1Y | +29.3% | +55.6% | -26.3% | +0.1% |
| 3Y | +85.1% | +133.1% | -48.0% | +12.7% |
| 5Y | +74.2% | +104.7% | -30.5% | +12.7% |
| 10Y | +204.6% | +303.6% | -99.0% | +32.0% |
| All | +749.4% | +2,777.9% | -2,028.5% | +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