-33.7%
TLT vs IWD
+73.8%
-107.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | -1.7% | +8.0% | -9.8% | -2.5% |
| 6M | -4.9% | +18.2% | -23.1% | -6.5% |
| YTD | -2.8% | +22.3% | -25.1% | -4.7% |
| 1Y | -4.2% | +28.9% | -33.1% | -6.5% |
| 3Y | -1.1% | +71.5% | -72.6% | -5.9% |
| 5Y | -33.7% | +73.6% | -107.3% | -37.4% |
| All | -33.7% | +73.8% | -107.6% | -37.4% |
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