-44.5%
TOST vs IWD
+84.3%
-128.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.0% |
| 7D | 0.0% | +2.3% | -2.2% | -4.3% |
| 30D | +16.2% | +3.6% | +12.6% | +8.4% |
| 3M | -1.5% | +2.2% | -3.7% | -5.5% |
| 6M | +55.3% | +13.0% | +42.3% | +22.0% |
| YTD | -2.3% | +26.5% | -28.9% | -39.7% |
| 1Y | -5.5% | +30.1% | -35.7% | -44.9% |
| 3Y | +151.1% | +84.9% | +66.3% | -29.7% |
| 5Y | -27.9% | +73.4% | -101.3% | -75.0% |
| All | -44.5% | +84.3% | -128.8% | -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 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