-54.0%
TE vs IWD
+29.9%
-83.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -26.9% | +1.6% | -28.4% | -28.9% |
| 30D | -38.9% | +3.6% | -42.5% | -43.4% |
| 3M | -61.0% | +2.0% | -63.1% | -62.5% |
| 6M | -66.4% | +13.1% | -79.4% | -74.3% |
| YTD | -69.0% | +26.2% | -95.2% | -79.4% |
| 1Y | -54.0% | +29.6% | -83.6% | -71.2% |
| All | -54.0% | +29.9% | -83.9% | -71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling