+371.7%
TPR vs IWD
+205.2%
+166.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.4% |
| 7D | +6.4% | -0.6% | +7.0% | +6.9% |
| 30D | +13.8% | +3.6% | +10.2% | +7.2% |
| 3M | -16.6% | +2.7% | -19.3% | -20.4% |
| 6M | +0.7% | +13.2% | -12.5% | -17.8% |
| YTD | +5.3% | +26.8% | -21.4% | -27.7% |
| 1Y | +32.4% | +29.3% | +3.1% | -12.0% |
| 3Y | +406.4% | +85.1% | +321.2% | +91.6% |
| 5Y | +227.9% | +74.2% | +153.7% | +39.8% |
| 10Y | +371.7% | +204.6% | +167.1% | +0.2% |
| All | +371.7% | +205.2% | +166.5% | +0.2% |
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