+293.8%
TRV vs IWD
+201.1%
+92.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | -1.5% | -2.3% | +0.9% | +0.7% |
| 30D | -1.8% | -1.8% | 0.0% | -0.2% |
| 3M | +21.6% | +8.0% | +13.5% | +13.0% |
| 6M | +22.5% | +17.0% | +5.5% | +5.4% |
| YTD | +28.1% | +21.3% | +6.9% | +6.4% |
| 1Y | +37.0% | +27.9% | +9.1% | +8.1% |
| 3Y | +141.9% | +70.1% | +71.8% | +44.7% |
| 5Y | +158.5% | +74.2% | +84.3% | +49.0% |
| All | +293.8% | +201.1% | +92.7% | +41.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling