+413.4%
IWF vs TD
+306.3%
+107.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | -1.7% | -1.9% | +0.2% | -0.8% |
| 3M | +0.7% | +4.8% | -4.1% | -1.9% |
| 6M | +8.6% | +28.0% | -19.4% | -4.9% |
| YTD | +3.5% | +30.3% | -26.8% | -10.3% |
| 1Y | +7.0% | +59.8% | -52.7% | -16.7% |
| 3Y | +76.3% | +124.7% | -48.4% | +12.7% |
| 5Y | +74.8% | +127.0% | -52.2% | +10.4% |
| All | +413.4% | +306.3% | +107.1% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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