+1,316.1%
TNA vs IWD
+717.1%
+599.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +3.0% |
| 7D | -0.1% | -0.3% | +0.2% | +0.9% |
| 30D | -4.9% | +0.6% | -5.5% | -6.8% |
| 3M | +0.4% | +7.2% | -6.8% | -20.4% |
| 6M | +32.5% | +16.2% | +16.3% | -17.6% |
| YTD | +53.7% | +23.3% | +30.4% | -21.0% |
| 1Y | +65.1% | +29.6% | +35.5% | -26.1% |
| 3Y | +98.4% | +70.5% | +28.0% | -54.5% |
| 5Y | -22.5% | +73.5% | -95.9% | -77.1% |
| 10Y | +82.5% | +198.3% | -115.8% | -81.4% |
| All | +1,316.1% | +717.1% | +599.0% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling