+83.4%
IWD vs TLN
+683.0%
-599.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.2% | +1.5% |
| 7D | +1.3% | +9.1% | -7.8% | +0.5% |
| 30D | +3.6% | -4.1% | +7.7% | +3.8% |
| 3M | +2.3% | +4.4% | -2.1% | +1.6% |
| 6M | +13.0% | -6.0% | +19.1% | +12.8% |
| YTD | +26.2% | -3.1% | +29.3% | +25.0% |
| 1Y | +30.5% | -6.1% | +36.5% | +29.4% |
| 3Y | +86.2% | +575.3% | -489.1% | +52.0% |
| All | +83.4% | +683.0% | -599.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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