+131.2%
TLT vs IWD
+857.3%
-726.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | 0.0% |
| 7D | -0.4% | -0.3% | -0.2% | -0.5% |
| 30D | -0.6% | +0.6% | -1.2% | -0.4% |
| 3M | -2.7% | +7.2% | -10.0% | -1.1% |
| 6M | -5.6% | +16.2% | -21.8% | -2.1% |
| YTD | -2.8% | +23.3% | -26.1% | +2.3% |
| 1Y | -1.4% | +29.6% | -31.0% | +5.0% |
| 3Y | -1.6% | +70.5% | -72.0% | +12.6% |
| 5Y | -33.8% | +73.5% | -107.3% | -23.6% |
| 10Y | -21.1% | +198.3% | -219.5% | +10.2% |
| All | +131.2% | +857.3% | -726.1% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling