+326.1%
TPR vs IWD
+197.9%
+128.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +1.1% |
| 7D | -2.3% | -0.3% | -2.0% | -1.9% |
| 30D | -23.0% | +0.6% | -23.6% | -23.8% |
| 3M | -12.5% | +7.2% | -19.7% | -21.8% |
| 6M | -21.4% | +16.2% | -37.6% | -37.8% |
| YTD | -3.5% | +23.3% | -26.8% | -30.5% |
| 1Y | +17.4% | +29.6% | -12.2% | -21.6% |
| 3Y | +291.3% | +70.5% | +220.8% | +70.0% |
| 5Y | +241.9% | +73.5% | +168.4% | +47.7% |
| All | +326.1% | +197.9% | +128.2% | -5.3% |
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