+73.4%
IWF vs TD
+122.4%
-49.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.3% |
| 7D | -1.7% | -2.6% | +0.9% | -0.5% |
| 30D | -1.8% | -1.0% | -0.8% | -1.4% |
| 3M | +1.5% | +5.6% | -4.2% | -1.4% |
| 6M | +7.7% | +27.1% | -19.4% | -4.7% |
| YTD | +2.7% | +29.4% | -26.7% | -10.0% |
| 1Y | +6.8% | +60.7% | -53.9% | -16.0% |
| 3Y | +76.9% | +127.6% | -50.7% | +14.5% |
| 5Y | +73.4% | +125.4% | -52.0% | +15.2% |
| All | +73.4% | +122.4% | -49.0% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling