+71.5%
IWD vs TECK
+85.2%
-13.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -1.5% |
| 7D | -0.2% | +7.8% | -7.9% | -1.4% |
| 30D | -0.8% | +8.3% | -9.1% | -2.1% |
| 3M | +8.0% | +16.1% | -8.0% | +5.0% |
| 6M | +18.2% | +42.9% | -24.7% | +10.4% |
| YTD | +22.3% | +50.8% | -28.4% | +12.6% |
| 1Y | +28.9% | +106.1% | -77.2% | +11.5% |
| 3Y | +71.5% | +84.0% | -12.5% | +46.4% |
| All | +71.5% | +85.2% | -13.7% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling