+141.8%
IWD vs TENB
-9.4%
+151.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.8% |
| 7D | -0.8% | -12.1% | +11.3% | +1.1% |
| 30D | -0.8% | -18.6% | +17.8% | +1.9% |
| 3M | +6.9% | +12.1% | -5.1% | +3.7% |
| 6M | +18.3% | +46.8% | -28.5% | +8.9% |
| YTD | +22.4% | +28.0% | -5.6% | +14.7% |
| 1Y | +27.4% | -1.4% | +28.8% | +24.8% |
| 3Y | +71.2% | -33.9% | +105.1% | +76.3% |
| 5Y | +75.7% | -34.6% | +110.3% | +73.6% |
| All | +141.8% | -9.4% | +151.2% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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