+65.5%
T vs IWD
+198.0%
-132.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.5% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | +11.4% | +0.6% | +10.8% | +10.9% |
| 3M | +14.3% | +7.2% | +7.1% | +8.6% |
| 6M | -9.3% | +16.2% | -25.5% | -18.9% |
| YTD | +7.1% | +23.3% | -16.2% | -8.5% |
| 1Y | -9.1% | +29.6% | -38.7% | -25.3% |
| 3Y | +105.3% | +70.5% | +34.9% | +34.9% |
| 5Y | +66.8% | +73.5% | -6.7% | +7.1% |
| All | +65.5% | +198.0% | -132.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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