+153.1%
TE vs IWD
+28.3%
+124.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -1.6% |
| 7D | +15.0% | -1.2% | +16.2% | +18.1% |
| 30D | -7.5% | -1.6% | -5.9% | -3.9% |
| 3M | -42.0% | +7.0% | -49.0% | -51.4% |
| 6M | -31.4% | +17.0% | -48.4% | -49.8% |
| YTD | -26.5% | +21.6% | -48.1% | -50.3% |
| 1Y | +153.1% | +28.0% | +125.1% | +57.1% |
| All | +153.1% | +28.3% | +124.7% | +57.1% |
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 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