+1,006.2%
TER vs IWD
+203.8%
+802.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -8.9% | +1.6% | -10.5% | -10.6% |
| 30D | -39.1% | +3.6% | -42.6% | -41.9% |
| 3M | -32.8% | +2.0% | -34.8% | -34.8% |
| 6M | -31.7% | +13.1% | -44.8% | -42.5% |
| YTD | +26.9% | +26.2% | +0.7% | -6.5% |
| 1Y | +33.6% | +29.6% | +4.0% | -4.9% |
| 3Y | +181.5% | +84.3% | +97.2% | +29.2% |
| 5Y | +76.1% | +73.4% | +2.7% | -9.5% |
| 10Y | +1,006.2% | +202.4% | +803.8% | +213.9% |
| All | +1,006.2% | +203.8% | +802.4% | +213.9% |
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