+478.6%
IWD vs TRGP
+2,231.3%
-1,752.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -0.3% | +0.8% | -1.0% | -0.4% |
| 30D | +0.6% | +11.5% | -10.9% | -1.6% |
| 3M | +7.2% | +9.0% | -1.8% | +5.1% |
| 6M | +16.2% | +20.5% | -4.3% | +11.5% |
| YTD | +23.3% | +59.5% | -36.2% | +12.0% |
| 1Y | +29.6% | +77.9% | -48.3% | +14.9% |
| 3Y | +70.5% | +253.6% | -183.1% | +31.2% |
| 5Y | +73.5% | +615.5% | -542.0% | +16.0% |
| 10Y | +198.3% | +897.1% | -698.8% | +65.6% |
| All | +478.6% | +2,231.3% | -1,752.7% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling