+291.7%
TRV vs IWD
+202.0%
+89.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.9% |
| 7D | +0.2% | -1.2% | +1.4% | +1.3% |
| 30D | -2.3% | -1.6% | -0.7% | -0.8% |
| 3M | +22.7% | +7.0% | +15.7% | +15.1% |
| 6M | +21.9% | +17.0% | +5.0% | +5.0% |
| YTD | +27.5% | +21.6% | +5.8% | +5.6% |
| 1Y | +36.2% | +28.0% | +8.2% | +7.4% |
| 3Y | +140.6% | +70.6% | +70.0% | +43.6% |
| 5Y | +154.5% | +73.3% | +81.2% | +47.5% |
| All | +291.7% | +202.0% | +89.8% | +40.1% |
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