-31.8%
TE vs IWD
+78.7%
-110.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.5% |
| 7D | -12.6% | -0.5% | -12.1% | -11.2% |
| 30D | -36.7% | +2.7% | -39.4% | -41.1% |
| 3M | -57.5% | +0.9% | -58.4% | -58.4% |
| 6M | -55.2% | +10.5% | -65.8% | -65.5% |
| YTD | -64.7% | +23.7% | -88.4% | -80.3% |
| 1Y | -35.9% | +28.7% | -64.6% | -68.1% |
| 3Y | -31.8% | +79.7% | -111.5% | -87.4% |
| All | -31.8% | +78.7% | -110.5% | -87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling