+195.5%
IWD vs TRI
+191.2%
+4.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -2.3% | -14.4% | +12.0% | +2.0% |
| 30D | -1.8% | -8.1% | +6.3% | +0.3% |
| 3M | +8.0% | +17.5% | -9.5% | +1.2% |
| 6M | +17.0% | -5.0% | +21.9% | +16.3% |
| YTD | +21.3% | -24.7% | +46.0% | +30.8% |
| 1Y | +27.9% | -41.5% | +69.4% | +53.2% |
| 3Y | +70.1% | -20.3% | +90.4% | +70.8% |
| 5Y | +74.2% | -10.9% | +85.1% | +62.5% |
| All | +195.5% | +191.2% | +4.2% | +71.0% |
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 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