-34.5%
TLT vs IWD
+72.9%
-107.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.1% | +2.3% | -5.4% | -3.4% |
| 30D | +1.0% | +3.6% | -2.5% | +0.6% |
| 3M | -2.7% | +2.2% | -4.9% | -3.0% |
| 6M | -4.1% | +13.0% | -17.1% | -5.5% |
| YTD | -5.4% | +26.5% | -31.9% | -7.8% |
| 1Y | -7.0% | +30.1% | -37.2% | -9.7% |
| 3Y | +2.8% | +84.9% | -82.0% | -3.3% |
| All | -34.5% | +72.9% | -107.5% | -39.5% |
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