-42.8%
TOST vs IWD
+72.9%
-115.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -3.6% |
| 7D | +4.0% | +1.3% | +2.8% | +1.4% |
| 30D | +11.1% | +3.6% | +7.5% | +3.6% |
| 3M | +0.8% | +2.3% | -1.5% | -3.6% |
| 6M | +38.8% | +13.0% | +25.8% | +8.8% |
| YTD | -2.1% | +26.2% | -28.3% | -39.4% |
| 1Y | -6.0% | +30.5% | -36.5% | -45.6% |
| 3Y | +149.8% | +86.2% | +63.6% | -31.8% |
| 5Y | -42.8% | +72.9% | -115.6% | -79.7% |
| All | -42.8% | +72.9% | -115.7% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling