+226.2%
TER vs IWD
+728.9%
-502.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +3.1% |
| 7D | -20.5% | -0.5% | -20.0% | -19.9% |
| 30D | -47.0% | +2.7% | -49.7% | -49.0% |
| 3M | -43.3% | +0.9% | -44.2% | -44.3% |
| 6M | -42.9% | +10.5% | -53.4% | -50.4% |
| YTD | +12.9% | +23.7% | -10.8% | -14.9% |
| 1Y | +18.2% | +28.7% | -10.6% | -15.6% |
| 3Y | +151.8% | +79.7% | +72.1% | +16.2% |
| 5Y | +54.2% | +69.7% | -15.5% | -20.1% |
| 10Y | +908.2% | +211.4% | +696.8% | +122.2% |
| All | +226.2% | +728.9% | -502.7% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling