-22.5%
TNA vs IWD
+72.9%
-95.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -1.9% |
| 7D | -3.6% | -1.2% | -2.4% | +1.0% |
| 30D | -10.1% | -1.6% | -8.4% | -4.0% |
| 3M | +2.7% | +7.0% | -4.3% | -21.7% |
| 6M | +38.4% | +17.0% | +21.4% | -23.5% |
| YTD | +45.4% | +21.6% | +23.8% | -30.0% |
| 1Y | +55.9% | +28.0% | +28.0% | -36.8% |
| 3Y | +109.8% | +70.6% | +39.3% | -64.1% |
| 5Y | -22.5% | +73.3% | -95.8% | -82.6% |
| All | -22.5% | +72.9% | -95.5% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling