+344.9%
TRV vs IWD
+203.0%
+141.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +2.0% | +2.3% | -0.2% | -0.1% |
| 30D | +6.7% | +3.6% | +3.1% | +3.3% |
| 3M | +9.4% | +2.2% | +7.2% | +7.2% |
| 6M | +37.7% | +13.0% | +24.8% | +22.7% |
| YTD | +40.6% | +26.5% | +14.1% | +12.3% |
| 1Y | +42.4% | +30.1% | +12.3% | +10.7% |
| 3Y | +148.1% | +84.9% | +63.3% | +37.3% |
| 5Y | +181.7% | +73.4% | +108.3% | +63.9% |
| All | +344.9% | +203.0% | +141.9% | +62.8% |
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