+64.1%
IWD vs TPG
+74.1%
-10.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -0.8% | -9.4% | +8.6% | +1.5% |
| 30D | -0.8% | -5.3% | +4.4% | +0.2% |
| 3M | +6.9% | +12.9% | -6.0% | +3.4% |
| 6M | +18.3% | +20.1% | -1.8% | +12.2% |
| YTD | +22.4% | -22.5% | +44.8% | +28.7% |
| 1Y | +27.4% | -19.7% | +47.1% | +32.3% |
| 3Y | +71.2% | +81.2% | -10.0% | +38.9% |
| All | +64.1% | +74.1% | -10.0% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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