+1,001.8%
TER vs IWD
+212.1%
+789.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.0% | +10.7% | +9.9% |
| 7D | -5.8% | +1.3% | -7.0% | -7.1% |
| 30D | -38.9% | +3.6% | -42.5% | -41.8% |
| 3M | -35.1% | +2.3% | -37.5% | -37.4% |
| 6M | -31.6% | +13.0% | -44.6% | -42.4% |
| YTD | +27.2% | +26.2% | +1.1% | -6.3% |
| 1Y | +35.2% | +30.5% | +4.8% | -4.6% |
| 3Y | +192.8% | +86.2% | +106.6% | +32.7% |
| 5Y | +72.4% | +72.9% | -0.5% | -11.0% |
| 10Y | +1,001.8% | +205.0% | +796.8% | +215.4% |
| All | +1,001.8% | +212.1% | +789.8% | +215.4% |
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 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