-47.3%
TE vs IWD
+73.6%
-120.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.8% |
| 7D | -4.0% | -0.3% | -3.7% | -3.2% |
| 30D | -15.9% | +0.6% | -16.5% | -17.0% |
| 3M | -60.5% | +7.2% | -67.8% | -66.0% |
| 6M | -35.2% | +16.2% | -51.4% | -52.9% |
| YTD | -31.1% | +23.3% | -54.5% | -55.9% |
| 1Y | +148.6% | +29.6% | +119.1% | +43.8% |
| 3Y | -26.4% | +70.5% | -96.9% | -72.6% |
| All | -47.3% | +73.6% | -120.9% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling