+145.0%
ALL vs IWD
+68.9%
+76.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.2% |
| 7D | -1.9% | -0.5% | -1.5% | -1.6% |
| 30D | +13.8% | +2.7% | +11.1% | +11.5% |
| 3M | -7.0% | +0.9% | -7.9% | -7.6% |
| 6M | +18.0% | +10.5% | +7.5% | +8.8% |
| YTD | +24.2% | +23.7% | +0.5% | +4.0% |
| 1Y | +31.2% | +28.7% | +2.4% | +6.1% |
| 3Y | +107.5% | +79.7% | +27.8% | +24.7% |
| All | +145.0% | +68.9% | +76.1% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling