+195.5%
IWD vs TECK
+373.8%
-178.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.9% |
| 7D | -2.3% | -4.2% | +1.9% | -1.6% |
| 30D | -1.8% | -0.4% | -1.4% | -1.9% |
| 3M | +8.0% | +10.1% | -2.1% | +5.5% |
| 6M | +17.0% | +26.0% | -9.0% | +10.9% |
| YTD | +21.3% | +38.0% | -16.8% | +12.5% |
| 1Y | +27.9% | +63.8% | -35.8% | +14.4% |
| 3Y | +70.1% | +68.5% | +1.6% | +47.1% |
| 5Y | +74.2% | +179.2% | -105.0% | +31.2% |
| All | +195.5% | +373.8% | -178.3% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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