+130.4%
TLT vs IWD
+860.2%
-729.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | -0.1% |
| 7D | +0.1% | -0.5% | +0.6% | 0.0% |
| 30D | +6.2% | +2.7% | +3.5% | +6.9% |
| 3M | -0.3% | +0.9% | -1.2% | -0.1% |
| 6M | -3.4% | +10.5% | -13.9% | -1.0% |
| YTD | -3.1% | +23.7% | -26.8% | +2.0% |
| 1Y | -5.2% | +28.7% | -34.0% | +0.8% |
| 3Y | +6.5% | +79.7% | -73.2% | +23.6% |
| 5Y | -34.7% | +69.7% | -104.4% | -25.1% |
| 10Y | -17.6% | +211.4% | -229.0% | +16.5% |
| All | +130.4% | +860.2% | -729.8% | +372.5% |
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 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