+36.1%
TPR vs IWD
+28.1%
+8.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.5% |
| 7D | +14.2% | -0.5% | +14.7% | +13.9% |
| 30D | +17.1% | +2.7% | +14.4% | +11.3% |
| 3M | -17.7% | +0.9% | -18.6% | -19.6% |
| 6M | -10.2% | +10.5% | -20.7% | -24.8% |
| YTD | +4.9% | +23.7% | -18.8% | -24.8% |
| 1Y | +36.1% | +28.7% | +7.4% | -6.5% |
| All | +36.1% | +28.1% | +8.0% | -6.5% |
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 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