+73.3%
IWD vs TECK
+213.6%
-140.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -1.2% | +4.9% | -6.1% | -2.0% |
| 30D | -1.6% | +5.2% | -6.8% | -2.5% |
| 3M | +7.0% | +13.8% | -6.8% | +4.3% |
| 6M | +17.0% | +38.5% | -21.5% | +9.8% |
| YTD | +21.6% | +47.3% | -25.7% | +12.5% |
| 1Y | +28.0% | +81.0% | -53.0% | +13.8% |
| 3Y | +70.6% | +79.9% | -9.3% | +47.7% |
| 5Y | +73.3% | +207.9% | -134.5% | +37.1% |
| All | +73.3% | +213.6% | -140.3% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling