+729.4%
IWD vs TRI
+561.6%
+167.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | +1.6% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +0.6% | +7.9% | -7.3% | -3.0% |
| 3M | +7.2% | +24.1% | -16.8% | -4.3% |
| 6M | +16.2% | +3.8% | +12.4% | +9.9% |
| YTD | +23.3% | -16.9% | +40.2% | +26.9% |
| 1Y | +29.6% | -38.4% | +68.0% | +53.3% |
| 3Y | +70.5% | -12.2% | +82.7% | +65.0% |
| 5Y | +73.5% | -1.8% | +75.3% | +56.6% |
| 10Y | +198.3% | +207.6% | -9.3% | +47.6% |
| All | +729.4% | +561.6% | +167.7% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling