+84.9%
IWD vs TLN
+580.6%
-495.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.4% |
| 7D | +2.3% | +11.0% | -8.8% | +1.5% |
| 30D | +3.6% | +4.9% | -1.3% | +3.1% |
| 3M | +2.2% | +4.9% | -2.8% | +1.4% |
| 6M | +13.0% | +7.1% | +5.8% | +11.6% |
| YTD | +26.5% | +0.3% | +26.2% | +25.0% |
| 1Y | +30.1% | +5.9% | +24.2% | +27.9% |
| 3Y | +84.9% | +578.5% | -493.6% | +51.0% |
| All | +84.9% | +580.6% | -495.7% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling