+74.2%
IWD vs TECK
+148.6%
-74.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -0.6% | -1.2% | +0.7% | -0.4% |
| 30D | +3.6% | -5.7% | +9.3% | +4.5% |
| 3M | +2.7% | -3.6% | +6.3% | +2.9% |
| 6M | +13.2% | -2.2% | +15.4% | +12.6% |
| YTD | +26.8% | +33.6% | -6.8% | +18.5% |
| 1Y | +29.3% | +49.0% | -19.7% | +18.4% |
| 3Y | +85.1% | +85.4% | -0.3% | +58.4% |
| 5Y | +74.2% | +138.5% | -64.3% | +35.6% |
| All | +74.2% | +148.6% | -74.4% | +35.6% |
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