+88.9%
TEM vs IWD
+54.9%
+34.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.3% | +9.0% |
| 7D | +5.3% | -0.5% | +5.8% | +6.2% |
| 30D | +8.1% | +2.7% | +5.4% | -0.7% |
| 3M | +64.9% | +0.9% | +64.0% | +59.6% |
| 6M | +42.1% | +10.5% | +31.6% | +3.3% |
| YTD | +28.8% | +23.7% | +5.1% | -35.4% |
| 1Y | +5.5% | +28.7% | -23.2% | -53.7% |
| All | +88.9% | +54.9% | +34.0% | -39.0% |
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 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