+89.2%
TER vs IWD
+74.1%
+15.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +7.5% |
| 7D | +5.9% | -0.6% | +6.5% | +8.0% |
| 30D | -30.8% | +3.6% | -34.4% | -34.9% |
| 3M | -29.9% | +2.7% | -32.6% | -33.5% |
| 6M | -27.5% | +13.2% | -40.7% | -42.3% |
| YTD | +37.5% | +26.8% | +10.7% | -8.6% |
| 1Y | +50.3% | +29.3% | +21.0% | -3.1% |
| 3Y | +204.9% | +85.1% | +119.8% | +9.8% |
| 5Y | +89.2% | +74.2% | +15.0% | -20.5% |
| All | +89.2% | +74.1% | +15.1% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling