+2.1%
AA vs IWD
+726.5%
-724.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.3% |
| 30D | +5.0% | +0.6% | +4.4% | +4.0% |
| 3M | -35.8% | +7.2% | -43.1% | -42.5% |
| 6M | -18.4% | +16.2% | -34.6% | -35.6% |
| YTD | -5.5% | +23.3% | -28.8% | -32.0% |
| 1Y | +61.0% | +29.6% | +31.4% | +7.9% |
| 3Y | +66.2% | +70.5% | -4.2% | -23.7% |
| 5Y | +11.4% | +73.5% | -62.1% | -47.4% |
| 10Y | +116.9% | +198.3% | -81.4% | -48.3% |
| All | +2.1% | +726.5% | -724.4% | -92.9% |
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