+54.1%
T vs IWD
+212.1%
-157.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.6% |
| 7D | +1.7% | +1.3% | +0.4% | +0.7% |
| 30D | -1.7% | +3.6% | -5.3% | -4.2% |
| 3M | -7.3% | +2.3% | -9.7% | -8.9% |
| 6M | -11.2% | +13.0% | -24.2% | -18.8% |
| YTD | -8.1% | +26.2% | -34.2% | -22.8% |
| 1Y | -8.0% | +30.5% | -38.5% | -24.7% |
| 3Y | +62.1% | +86.2% | -24.1% | -0.5% |
| 5Y | +55.7% | +72.9% | -17.2% | +0.5% |
| 10Y | +54.1% | +205.0% | -150.9% | -33.5% |
| All | +54.1% | +212.1% | -157.9% | -33.5% |
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