-40.4%
TOST vs IWD
+70.2%
-110.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +4.5% |
| 7D | +11.6% | -0.9% | +12.5% | +13.5% |
| 30D | +16.2% | +2.6% | +13.6% | +10.5% |
| 3M | +1.0% | +1.2% | -0.2% | -1.3% |
| 6M | +23.2% | +12.1% | +11.1% | -2.3% |
| YTD | -1.0% | +24.1% | -25.1% | -36.7% |
| 1Y | -9.9% | +28.5% | -38.4% | -46.2% |
| 3Y | +101.0% | +79.5% | +21.5% | -40.5% |
| 5Y | -40.4% | +70.3% | -110.7% | -78.5% |
| All | -40.4% | +70.2% | -110.6% | -78.5% |
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 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