+200.5%
IWD vs TRGP
+827.0%
-626.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -1.6% | +9.5% | -11.1% | -3.5% |
| 3M | +7.0% | +10.8% | -3.8% | +4.4% |
| 6M | +17.0% | +25.3% | -8.4% | +11.1% |
| YTD | +21.6% | +60.3% | -38.6% | +9.7% |
| 1Y | +28.0% | +84.6% | -56.6% | +11.9% |
| 3Y | +70.6% | +264.4% | -193.8% | +28.4% |
| 5Y | +73.3% | +636.6% | -563.2% | +12.8% |
| 10Y | +200.5% | +848.9% | -648.4% | +68.5% |
| All | +200.5% | +827.0% | -626.5% | +68.5% |
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