+371.6%
ALL vs IWD
+203.0%
+168.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | +5.0% | +2.3% | +2.8% | +2.9% |
| 30D | +13.3% | +3.6% | +9.7% | +9.8% |
| 3M | +3.2% | +2.2% | +1.0% | +1.2% |
| 6M | +25.3% | +13.0% | +12.4% | +11.8% |
| YTD | +30.5% | +26.5% | +3.9% | +4.4% |
| 1Y | +29.2% | +30.1% | -0.9% | +0.6% |
| 3Y | +119.1% | +84.9% | +34.2% | +21.7% |
| 5Y | +162.6% | +73.4% | +89.3% | +54.7% |
| All | +371.6% | +203.0% | +168.6% | +68.7% |
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