+7,716.4%
TPR vs IWD
+680.6%
+7,035.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.9% |
| 7D | -2.3% | -0.3% | -2.0% | -2.0% |
| 30D | -23.0% | +0.6% | -23.6% | -23.6% |
| 3M | -12.5% | +7.2% | -19.7% | -20.2% |
| 6M | -21.4% | +16.2% | -37.6% | -35.3% |
| YTD | -3.5% | +23.3% | -26.8% | -26.5% |
| 1Y | +17.4% | +29.6% | -12.2% | -16.0% |
| 3Y | +291.3% | +70.5% | +220.8% | +97.8% |
| 5Y | +241.9% | +73.5% | +168.4% | +73.8% |
| 10Y | +322.7% | +198.3% | +124.3% | +21.6% |
| All | +7,716.4% | +680.6% | +7,035.9% | +610.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling