-9.6%
TOST vs IWD
+30.1%
-39.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.6% |
| 7D | -3.6% | -0.6% | -3.0% | -3.1% |
| 30D | +8.9% | +3.6% | +5.3% | +5.1% |
| 3M | -2.2% | +2.7% | -4.9% | -4.8% |
| 6M | +41.0% | +13.2% | +27.8% | +27.4% |
| YTD | -4.0% | +26.8% | -30.7% | -25.8% |
| 1Y | -9.6% | +29.3% | -38.9% | -32.9% |
| All | -9.6% | +30.1% | -39.6% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling