-12.5%
TLT vs IWD
+212.1%
-224.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | +0.3% |
| 7D | +0.3% | +1.3% | -1.0% | +0.5% |
| 30D | +5.1% | +3.6% | +1.5% | +5.7% |
| 3M | -0.2% | +2.3% | -2.5% | +0.2% |
| 6M | -2.9% | +13.0% | -16.0% | -1.0% |
| YTD | -2.7% | +26.2% | -28.9% | +1.0% |
| 1Y | -4.6% | +30.5% | -35.1% | -0.4% |
| 3Y | +6.1% | +86.2% | -80.1% | +18.9% |
| 5Y | -35.1% | +72.9% | -108.0% | -28.6% |
| 10Y | -12.5% | +205.0% | -217.5% | +22.1% |
| All | -12.5% | +212.1% | -224.6% | +22.1% |
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