+74.7%
TNA vs IWD
+201.1%
-126.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.0% |
| 7D | -7.6% | -2.3% | -5.3% | +0.4% |
| 30D | -13.6% | -1.8% | -11.9% | -8.0% |
| 3M | +2.8% | +8.0% | -5.2% | -21.4% |
| 6M | +34.5% | +17.0% | +17.5% | -19.4% |
| YTD | +41.0% | +21.3% | +19.8% | -24.3% |
| 1Y | +52.0% | +27.9% | +24.1% | -30.2% |
| 3Y | +103.5% | +70.1% | +33.4% | -54.2% |
| 5Y | -22.5% | +74.2% | -96.7% | -78.0% |
| All | +74.7% | +201.1% | -126.4% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling