+221.7%
IWD vs TRU
+243.6%
-21.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.3% | 0.0% | +2.2% | +2.3% |
| 30D | +3.6% | +21.3% | -17.7% | -2.5% |
| 3M | +2.2% | +0.2% | +1.9% | +1.3% |
| 6M | +13.0% | +22.4% | -9.4% | +4.7% |
| YTD | +26.5% | -4.8% | +31.3% | +25.2% |
| 1Y | +30.1% | -0.2% | +30.3% | +26.7% |
| 3Y | +84.9% | +57.9% | +26.9% | +47.3% |
| 5Y | +73.4% | -26.1% | +99.5% | +74.4% |
| 10Y | +204.0% | +184.8% | +19.2% | +97.9% |
| All | +221.7% | +243.6% | -21.9% | +102.6% |
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