-78.9%
TE vs IWD
+119.1%
-198.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -26.9% | +1.6% | -28.4% | -27.8% |
| 30D | -38.9% | +3.6% | -42.5% | -40.9% |
| 3M | -61.0% | +2.0% | -63.1% | -61.7% |
| 6M | -66.4% | +13.1% | -79.4% | -69.9% |
| YTD | -69.0% | +26.2% | -95.2% | -74.9% |
| 1Y | -54.0% | +29.6% | -83.6% | -63.6% |
| 3Y | +38.0% | +84.3% | -46.3% | -10.5% |
| 5Y | -81.0% | +73.4% | -154.4% | -87.3% |
| All | -78.9% | +119.1% | -198.0% | -86.1% |
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