+1,069.7%
TNA vs IWD
+736.1%
+333.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.5% | +1.6% | -2.1% | -4.8% |
| 30D | -0.7% | +3.6% | -4.3% | -10.9% |
| 3M | -21.5% | +2.0% | -23.5% | -25.8% |
| 6M | -11.2% | +13.1% | -24.3% | -40.1% |
| YTD | +27.0% | +26.2% | +0.8% | -38.8% |
| 1Y | +28.0% | +29.6% | -1.5% | -42.9% |
| 3Y | +142.9% | +84.3% | +58.6% | -57.5% |
| 5Y | -42.6% | +73.4% | -116.0% | -83.0% |
| 10Y | +53.3% | +202.4% | -149.2% | -85.2% |
| All | +1,069.7% | +736.1% | +333.6% | -88.5% |
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