+44.1%
AA vs IWD
+202.4%
-158.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.7% |
| 7D | +5.3% | +1.7% | +3.6% | +2.3% |
| 30D | -2.3% | +3.2% | -5.5% | -7.6% |
| 3M | -20.8% | +2.3% | -23.1% | -24.1% |
| 6M | -39.8% | +12.9% | -52.8% | -51.5% |
| YTD | -23.3% | +26.2% | -49.5% | -49.5% |
| 1Y | +1.8% | +28.3% | -26.4% | -34.6% |
| 3Y | +69.5% | +84.4% | -14.8% | -40.2% |
| 5Y | -18.0% | +73.0% | -91.0% | -65.8% |
| All | +44.1% | +202.4% | -158.3% | -71.0% |
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