+41.6%
AA vs IWD
+203.0%
-161.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.2% |
| 7D | +0.5% | +2.3% | -1.8% | -3.4% |
| 30D | -0.6% | +3.6% | -4.2% | -6.6% |
| 3M | -19.7% | +2.2% | -21.8% | -22.7% |
| 6M | -41.6% | +13.0% | -54.5% | -52.9% |
| YTD | -24.6% | +26.5% | -51.1% | -50.6% |
| 1Y | +4.9% | +30.1% | -25.3% | -34.4% |
| 3Y | +66.8% | +84.9% | -18.0% | -41.4% |
| 5Y | -19.4% | +73.4% | -92.8% | -66.5% |
| All | +41.6% | +203.0% | -161.5% | -71.6% |
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 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