+727.5%
IWF vs TD
+2,697.1%
-1,969.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.7% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -0.4% | +0.4% | -0.8% | -0.6% |
| 3M | -2.6% | +7.6% | -10.2% | -6.4% |
| 6M | +9.1% | +25.0% | -15.8% | -2.9% |
| YTD | +4.5% | +31.0% | -26.5% | -9.4% |
| 1Y | +10.1% | +65.2% | -55.1% | -15.3% |
| 3Y | +77.6% | +122.5% | -44.9% | +15.4% |
| 5Y | +73.7% | +124.8% | -51.1% | +11.5% |
| 10Y | +411.5% | +298.2% | +113.3% | +137.0% |
| All | +727.5% | +2,697.1% | -1,969.6% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling