-48.5%
TE vs IWD
+112.4%
-160.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.8% | +10.8% | +10.8% |
| 7D | +18.2% | -0.2% | +18.4% | +18.4% |
| 30D | -13.5% | -0.8% | -12.7% | -12.9% |
| 3M | -44.6% | +8.0% | -52.6% | -48.6% |
| 6M | -24.7% | +18.2% | -42.9% | -35.4% |
| YTD | -24.3% | +22.3% | -46.6% | -36.9% |
| 1Y | +155.6% | +28.9% | +126.7% | +103.8% |
| 3Y | -18.3% | +71.5% | -89.8% | -44.1% |
| 5Y | -41.3% | +73.6% | -114.9% | -59.7% |
| All | -48.5% | +112.4% | -160.9% | -65.0% |
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