+29.6%
IWD vs TRI
-38.3%
+67.8%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | -0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +0.6% | +7.9% | -7.3% | +0.4% |
| 3M | +7.2% | +24.1% | -16.8% | +6.9% |
| 6M | +16.2% | +3.8% | +12.4% | +16.5% |
| YTD | +23.3% | -16.9% | +40.2% | +26.9% |
| 1Y | +29.6% | -38.4% | +68.0% | +36.0% |
| All | +29.6% | -38.3% | +67.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling