-80.5%
TE vs IWD
+119.6%
-200.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.3% |
| 7D | -19.1% | +2.3% | -21.3% | -20.9% |
| 30D | -34.1% | +3.6% | -37.7% | -36.2% |
| 3M | -60.1% | +2.2% | -62.3% | -60.8% |
| 6M | -66.0% | +13.0% | -78.9% | -69.4% |
| YTD | -71.4% | +26.5% | -97.9% | -76.9% |
| 1Y | -45.3% | +30.1% | -75.4% | -56.9% |
| 3Y | +9.1% | +84.9% | -75.7% | -29.4% |
| 5Y | -82.6% | +73.4% | -155.9% | -88.4% |
| All | -80.5% | +119.6% | -200.2% | -87.2% |
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