+38.5%
TNA vs IWD
+33.0%
+5.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | -5.7% |
| 7D | +2.4% | +2.5% | -0.1% | -7.2% |
| 30D | -0.9% | +6.0% | -6.9% | -21.2% |
| 3M | -19.2% | +3.8% | -23.0% | -30.1% |
| 6M | -0.8% | +16.3% | -17.2% | -47.1% |
| YTD | +33.2% | +27.5% | +5.7% | -51.3% |
| 1Y | +38.5% | +32.8% | +5.7% | -58.3% |
| All | +38.5% | +33.0% | +5.5% | -58.3% |
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