+1,953.4%
TRV vs IWD
+745.7%
+1,207.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.4% | +1.6% | -0.2% | -0.2% |
| 30D | +8.7% | +3.6% | +5.1% | +5.0% |
| 3M | +7.1% | +2.0% | +5.0% | +5.0% |
| 6M | +35.5% | +13.1% | +22.4% | +19.9% |
| YTD | +39.7% | +26.2% | +13.5% | +10.7% |
| 1Y | +44.1% | +29.6% | +14.5% | +11.2% |
| 3Y | +148.1% | +84.3% | +63.8% | +34.9% |
| 5Y | +178.6% | +73.4% | +105.1% | +58.3% |
| 10Y | +352.5% | +202.5% | +150.1% | +49.8% |
| All | +1,953.4% | +745.7% | +1,207.7% | +133.6% |
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