+256.1%
TPR vs IWD
+68.9%
+187.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.5% |
| 7D | +14.2% | -0.5% | +14.7% | +14.5% |
| 30D | +17.1% | +2.7% | +14.4% | +12.2% |
| 3M | -17.7% | +0.9% | -18.6% | -19.2% |
| 6M | -10.2% | +10.5% | -20.7% | -23.0% |
| YTD | +4.9% | +23.7% | -18.8% | -23.7% |
| 1Y | +36.1% | +28.7% | +7.4% | -6.7% |
| 3Y | +416.5% | +79.7% | +336.8% | +117.0% |
| All | +256.1% | +68.9% | +187.2% | +70.9% |
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