+109.2%
ALL vs IWD
+84.1%
+25.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.6% |
| 7D | -3.9% | +1.3% | -5.1% | -4.6% |
| 30D | +10.6% | +3.6% | +7.0% | +8.3% |
| 3M | -4.6% | +2.3% | -6.9% | -5.8% |
| 6M | +20.2% | +13.0% | +7.2% | +11.3% |
| YTD | +23.7% | +26.2% | -2.5% | +5.8% |
| 1Y | +27.9% | +30.5% | -2.6% | +6.6% |
| 3Y | +109.2% | +86.2% | +22.9% | +51.5% |
| All | +109.2% | +84.1% | +25.1% | +51.5% |
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