+1,077.0%
TER vs IWD
+205.2%
+871.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +7.7% |
| 7D | +5.9% | -0.6% | +6.5% | +7.6% |
| 30D | -30.8% | +3.6% | -34.4% | -34.0% |
| 3M | -29.9% | +2.7% | -32.6% | -32.6% |
| 6M | -27.5% | +13.2% | -40.7% | -39.0% |
| YTD | +37.5% | +26.8% | +10.7% | +0.6% |
| 1Y | +50.3% | +29.3% | +21.0% | +7.4% |
| 3Y | +204.9% | +85.1% | +119.8% | +39.1% |
| 5Y | +89.2% | +74.2% | +15.0% | -3.4% |
| 10Y | +1,077.0% | +204.6% | +872.4% | +222.5% |
| All | +1,077.0% | +205.2% | +871.7% | +222.5% |
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