+719.8%
IWD vs TDY
+4,554.5%
-3,834.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | -0.8% | -12.5% | +11.7% | +3.1% |
| 3M | +8.0% | -1.2% | +9.2% | +8.2% |
| 6M | +18.2% | -6.6% | +24.8% | +20.1% |
| YTD | +22.3% | +18.5% | +3.9% | +15.7% |
| 1Y | +28.9% | +10.8% | +18.1% | +24.1% |
| 3Y | +71.5% | +47.5% | +24.0% | +50.8% |
| 5Y | +73.6% | +35.8% | +37.8% | +55.2% |
| 10Y | +194.7% | +459.0% | -264.3% | +76.9% |
| All | +719.8% | +4,554.5% | -3,834.7% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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