+995.4%
TER vs IWD
+203.0%
+792.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.7% |
| 7D | +14.4% | +2.3% | +12.1% | +11.0% |
| 30D | -30.6% | +3.6% | -34.2% | -33.8% |
| 3M | -39.2% | +2.2% | -41.3% | -41.1% |
| 6M | -31.3% | +13.0% | -44.2% | -42.1% |
| YTD | +29.1% | +26.5% | +2.6% | -5.3% |
| 1Y | +47.4% | +30.1% | +17.3% | +4.3% |
| 3Y | +191.2% | +84.9% | +106.4% | +33.2% |
| 5Y | +74.0% | +73.4% | +0.6% | -10.6% |
| All | +995.4% | +203.0% | +792.4% | +203.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling