+153.9%
TRV vs IWD
+73.8%
+80.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | +0.5% | -0.2% | +0.6% | +0.6% |
| 30D | -4.9% | -0.8% | -4.1% | -4.3% |
| 3M | +23.7% | +8.0% | +15.7% | +16.9% |
| 6M | +20.3% | +18.2% | +2.1% | +6.2% |
| YTD | +27.1% | +22.3% | +4.7% | +9.1% |
| 1Y | +35.3% | +28.9% | +6.5% | +11.6% |
| 3Y | +139.8% | +71.5% | +68.3% | +60.3% |
| 5Y | +153.9% | +73.6% | +80.3% | +66.2% |
| All | +153.9% | +73.8% | +80.0% | +66.2% |
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 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