+73.3%
IWD vs TRI
-10.1%
+83.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -1.2% | -8.4% | +7.2% | +0.2% |
| 30D | -1.6% | -6.5% | +4.8% | -0.7% |
| 3M | +7.0% | +18.6% | -11.6% | +3.1% |
| 6M | +17.0% | -10.4% | +27.4% | +19.0% |
| YTD | +21.6% | -23.7% | +45.3% | +29.9% |
| 1Y | +28.0% | -42.5% | +70.5% | +49.9% |
| 3Y | +70.6% | -19.3% | +89.8% | +68.7% |
| 5Y | +73.3% | -9.7% | +83.0% | +53.9% |
| All | +73.3% | -10.1% | +83.4% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling