+12,759.1%
TDG vs IWF
+1,066.8%
+11,692.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -2.4% | +0.5% | -3.0% | -2.9% |
| 30D | -8.0% | -1.4% | -6.6% | -6.9% |
| 3M | -10.5% | +0.4% | -10.9% | -11.4% |
| 6M | -11.9% | +8.5% | -20.4% | -18.9% |
| YTD | -15.4% | +3.7% | -19.0% | -18.9% |
| 1Y | -14.2% | +8.5% | -22.7% | -21.6% |
| 3Y | +51.0% | +78.5% | -27.5% | -16.1% |
| 5Y | +126.5% | +73.6% | +52.8% | +27.2% |
| 10Y | +535.6% | +421.3% | +114.3% | +22.2% |
| All | +12,759.1% | +1,066.8% | +11,692.3% | +1,019.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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