-5.8%
TLT vs IWD
+29.9%
-35.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.3% | +1.6% | -1.9% | -0.8% |
| 30D | +3.7% | +3.6% | +0.1% | +2.5% |
| 3M | -0.7% | +2.0% | -2.7% | -1.4% |
| 6M | -4.2% | +13.1% | -17.2% | -7.7% |
| YTD | -4.0% | +26.2% | -30.2% | -10.2% |
| 1Y | -5.8% | +29.6% | -35.4% | -12.6% |
| All | -5.8% | +29.9% | -35.7% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling