-53.2%
TE vs IWD
+114.1%
-167.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.0% |
| 7D | -4.0% | -0.3% | -3.7% | -3.6% |
| 30D | -15.9% | +0.6% | -16.5% | -16.3% |
| 3M | -60.5% | +7.2% | -67.8% | -63.0% |
| 6M | -35.2% | +16.2% | -51.4% | -43.5% |
| YTD | -31.1% | +23.3% | -54.5% | -43.1% |
| 1Y | +148.6% | +29.6% | +119.1% | +97.4% |
| 3Y | -26.4% | +70.5% | -96.9% | -49.7% |
| 5Y | -48.0% | +73.5% | -121.5% | -64.6% |
| All | -53.2% | +114.1% | -167.3% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling