+195.5%
IWD vs TRU
+144.8%
+50.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -2.3% | -9.4% | +7.1% | +0.5% |
| 30D | -1.8% | -4.1% | +2.3% | -0.7% |
| 3M | +8.0% | +13.6% | -5.6% | +3.2% |
| 6M | +17.0% | +3.6% | +13.4% | +14.2% |
| YTD | +21.3% | -9.8% | +31.1% | +22.6% |
| 1Y | +27.9% | -13.6% | +41.6% | +30.4% |
| 3Y | +70.1% | -2.0% | +72.0% | +58.2% |
| 5Y | +74.2% | -35.8% | +110.0% | +86.4% |
| All | +195.5% | +144.8% | +50.7% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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