+13,174.6%
TDG vs IWD
+457.4%
+12,717.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +1.0% |
| 7D | -2.0% | -0.3% | -1.7% | -1.8% |
| 30D | -7.4% | +0.6% | -8.0% | -7.9% |
| 3M | -5.4% | +7.2% | -12.6% | -11.7% |
| 6M | -11.6% | +16.2% | -27.8% | -23.8% |
| YTD | -12.6% | +23.3% | -36.0% | -29.0% |
| 1Y | -9.3% | +29.6% | -38.9% | -29.9% |
| 3Y | +49.2% | +70.5% | -21.3% | -12.3% |
| 5Y | +132.1% | +73.5% | +58.7% | +36.4% |
| 10Y | +544.8% | +198.3% | +346.5% | +143.9% |
| All | +13,174.6% | +457.4% | +12,717.3% | +2,832.8% |
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 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