+204.6%
IWD vs TRGP
+826.3%
-621.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.3% |
| 7D | -0.6% | +2.4% | -2.9% | -1.1% |
| 30D | +3.6% | +0.8% | +2.8% | +3.2% |
| 3M | +2.7% | +10.4% | -7.7% | +0.3% |
| 6M | +13.2% | +16.3% | -3.0% | +9.0% |
| YTD | +26.8% | +61.1% | -34.4% | +13.9% |
| 1Y | +29.3% | +71.6% | -42.3% | +14.6% |
| 3Y | +85.1% | +267.5% | -182.3% | +38.9% |
| 5Y | +74.2% | +488.1% | -413.9% | +17.8% |
| 10Y | +204.6% | +803.8% | -599.2% | +73.2% |
| All | +204.6% | +826.3% | -621.7% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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