+882.8%
IWD vs TECK
+1,914.1%
-1,031.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.3% |
| 7D | +1.7% | +2.1% | -0.5% | +1.3% |
| 30D | +3.2% | -8.9% | +12.1% | +4.7% |
| 3M | +2.3% | -7.1% | +9.4% | +3.2% |
| 6M | +12.9% | -7.0% | +19.9% | +13.3% |
| YTD | +26.2% | +28.3% | -2.1% | +18.7% |
| 1Y | +28.3% | +40.6% | -12.3% | +18.5% |
| 3Y | +84.4% | +78.2% | +6.2% | +59.3% |
| 5Y | +73.0% | +129.5% | -56.6% | +38.0% |
| 10Y | +203.3% | +205.6% | -2.2% | +107.4% |
| All | +882.8% | +1,914.1% | -1,031.3% | +384.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling