+201.7%
IWD vs TRI
+225.2%
-23.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -2.9% | +5.2% | +3.0% |
| 30D | +3.6% | +3.7% | -0.1% | +2.0% |
| 3M | +2.2% | +3.7% | -1.6% | +0.1% |
| 6M | +13.0% | +35.1% | -22.2% | +0.1% |
| YTD | +26.5% | -14.0% | +40.5% | +30.4% |
| 1Y | +30.1% | -19.0% | +49.1% | +37.5% |
| 3Y | +84.9% | -12.0% | +96.8% | +80.6% |
| 5Y | +73.4% | +0.6% | +72.7% | +55.6% |
| All | +201.7% | +225.2% | -23.5% | +65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling