+35.7%
TNA vs IWD
+28.9%
+6.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.9% |
| 7D | +3.7% | +2.3% | +1.4% | -4.6% |
| 30D | +4.4% | +3.6% | +0.8% | -7.8% |
| 3M | -26.7% | +2.2% | -28.8% | -31.5% |
| 6M | -12.8% | +13.0% | -25.8% | -46.4% |
| YTD | +22.7% | +26.5% | -3.9% | -52.2% |
| 1Y | +35.7% | +30.1% | +5.5% | -53.1% |
| All | +35.7% | +28.9% | +6.7% | -53.1% |
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