+21,048.5%
TSCO vs IWD
+726.5%
+20,322.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.7% |
| 7D | +0.8% | -0.3% | +1.0% | +1.0% |
| 30D | +5.5% | +0.6% | +4.9% | +5.0% |
| 3M | +20.0% | +7.2% | +12.7% | +13.3% |
| 6M | -29.8% | +16.2% | -46.0% | -37.9% |
| YTD | -28.7% | +23.3% | -52.0% | -39.8% |
| 1Y | -40.9% | +29.6% | -70.5% | -52.1% |
| 3Y | -15.9% | +70.5% | -86.4% | -45.3% |
| 5Y | -3.5% | +73.5% | -76.9% | -37.9% |
| 10Y | +142.2% | +198.3% | -56.1% | -2.2% |
| All | +21,048.5% | +726.5% | +20,322.0% | +3,569.4% |
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