+213.6%
IWD vs TRU
+238.0%
-24.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.3% | +1.1% |
| 7D | -0.3% | -6.8% | +6.5% | +1.7% |
| 30D | +0.6% | 0.0% | +0.5% | +0.4% |
| 3M | +7.2% | +13.3% | -6.1% | +2.5% |
| 6M | +16.2% | +3.4% | +12.8% | +13.6% |
| YTD | +23.3% | -6.4% | +29.7% | +23.3% |
| 1Y | +29.6% | -9.7% | +39.3% | +30.2% |
| 3Y | +70.5% | +0.1% | +70.3% | +57.8% |
| 5Y | +73.5% | -34.0% | +107.5% | +82.9% |
| 10Y | +198.3% | +147.9% | +50.4% | +103.1% |
| All | +213.6% | +238.0% | -24.4% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling