-44.5%
TOST vs IWD
+80.2%
-124.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.7% |
| 7D | +9.4% | -0.5% | +9.9% | +10.3% |
| 30D | +13.5% | +2.7% | +10.8% | +7.9% |
| 3M | -0.1% | +0.9% | -1.0% | -1.8% |
| 6M | +22.5% | +10.5% | +11.9% | 0.0% |
| YTD | -2.4% | +23.7% | -26.1% | -37.0% |
| 1Y | -4.7% | +28.7% | -33.4% | -43.3% |
| 3Y | +103.2% | +79.7% | +23.5% | -39.7% |
| 5Y | -41.2% | +69.7% | -110.9% | -78.7% |
| All | -44.5% | +80.2% | -124.7% | -81.8% |
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