-20.7%
TLT vs IWD
+195.2%
-215.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -0.3% | -0.8% | +0.5% | -0.4% |
| 3M | -1.7% | +8.0% | -9.8% | -0.5% |
| 6M | -4.9% | +18.2% | -23.1% | -2.4% |
| YTD | -2.8% | +22.3% | -25.1% | +0.4% |
| 1Y | -4.2% | +28.9% | -33.1% | -0.2% |
| 3Y | -1.1% | +71.5% | -72.6% | +9.0% |
| 5Y | -33.7% | +73.6% | -107.3% | -26.5% |
| 10Y | -20.7% | +194.7% | -215.4% | +6.6% |
| All | -20.7% | +195.2% | -215.8% | +6.6% |
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