+157.4%
ALL vs IWD
+70.7%
+86.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -0.9% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -1.5% | +0.6% | -2.1% | -1.8% |
| 3M | +23.6% | +7.2% | +16.4% | +18.2% |
| 6M | +22.3% | +16.2% | +6.1% | +10.6% |
| YTD | +26.5% | +23.3% | +3.2% | +9.2% |
| 1Y | +27.0% | +29.6% | -2.6% | +5.5% |
| All | +157.4% | +70.7% | +86.7% | +76.9% |
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 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