+1,765.6%
ALL vs IWD
+731.9%
+1,033.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | +1.8% |
| 7D | +4.2% | -0.9% | +5.1% | +5.1% |
| 30D | +18.9% | +2.6% | +16.3% | +15.8% |
| 3M | +1.2% | +1.2% | 0.0% | -0.1% |
| 6M | +23.2% | +12.1% | +11.1% | +9.0% |
| YTD | +30.0% | +24.1% | +5.9% | +3.0% |
| 1Y | +39.6% | +28.5% | +11.1% | +6.7% |
| 3Y | +115.2% | +79.5% | +35.7% | +15.1% |
| 5Y | +156.2% | +70.3% | +85.9% | +43.9% |
| 10Y | +398.0% | +212.5% | +185.5% | +45.2% |
| All | +1,765.6% | +731.9% | +1,033.7% | +101.8% |
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