-45.3%
TE vs IWD
+28.9%
-74.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.5% |
| 7D | -19.1% | +2.3% | -21.3% | -23.2% |
| 30D | -34.1% | +3.6% | -37.7% | -38.8% |
| 3M | -60.1% | +2.2% | -62.3% | -61.7% |
| 6M | -66.0% | +13.0% | -78.9% | -73.8% |
| YTD | -71.4% | +26.5% | -97.9% | -80.5% |
| 1Y | -45.3% | +30.1% | -75.4% | -64.0% |
| All | -45.3% | +28.9% | -74.2% | -64.0% |
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 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