+72.3%
AA vs IWD
+85.5%
-13.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.2% | +1.8% |
| 7D | +1.1% | -0.6% | +1.7% | +2.4% |
| 30D | -1.3% | +3.6% | -4.9% | -7.9% |
| 3M | -23.9% | +2.7% | -26.6% | -27.9% |
| 6M | -36.8% | +13.2% | -50.0% | -50.8% |
| YTD | -22.2% | +26.8% | -48.9% | -52.3% |
| 1Y | +10.4% | +29.3% | -18.9% | -34.9% |
| All | +72.3% | +85.5% | -13.2% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling