+1,683.2%
TER vs IWD
+197.9%
+1,485.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +6.5% |
| 7D | +0.6% | -0.3% | +0.9% | +1.0% |
| 30D | -8.3% | +0.6% | -8.9% | -9.4% |
| 3M | -12.2% | +7.2% | -19.4% | -20.6% |
| 6M | +17.1% | +16.2% | +0.9% | -3.9% |
| YTD | +84.7% | +23.3% | +61.3% | +40.4% |
| 1Y | +199.9% | +29.6% | +170.4% | +114.0% |
| 3Y | +232.8% | +70.5% | +162.3% | +69.8% |
| 5Y | +198.6% | +73.5% | +125.1% | +54.3% |
| All | +1,683.2% | +197.9% | +1,485.2% | +411.8% |
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