+13,805.5%
TDG vs IWD
+471.7%
+13,333.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | +1.7% | +2.3% | -0.6% | -0.5% |
| 30D | +9.7% | +3.6% | +6.1% | +6.0% |
| 3M | -2.3% | +2.2% | -4.5% | -4.3% |
| 6M | +1.3% | +13.0% | -11.6% | -10.1% |
| YTD | -8.5% | +26.5% | -35.0% | -27.4% |
| 1Y | -8.1% | +30.1% | -38.3% | -29.2% |
| 3Y | +43.4% | +84.9% | -41.5% | -22.2% |
| 5Y | +127.8% | +73.4% | +54.4% | +34.0% |
| 10Y | +554.4% | +204.0% | +350.4% | +142.9% |
| All | +13,805.5% | +471.7% | +13,333.8% | +2,897.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling