+65.1%
TNA vs IWD
+30.5%
+34.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +3.5% |
| 7D | -0.1% | -0.3% | +0.2% | +1.0% |
| 30D | -4.9% | +0.6% | -5.5% | -7.4% |
| 3M | +0.4% | +7.2% | -6.8% | -25.6% |
| 6M | +32.5% | +16.2% | +16.3% | -29.8% |
| YTD | +53.7% | +23.3% | +30.4% | -37.5% |
| 1Y | +65.1% | +29.6% | +35.5% | -46.0% |
| All | +65.1% | +30.5% | +34.6% | -46.0% |
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