+1,715.6%
ALL vs IWD
+726.5%
+989.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -0.7% |
| 7D | 0.0% | -0.3% | +0.3% | +0.3% |
| 30D | -1.5% | +0.6% | -2.1% | -2.1% |
| 3M | +23.6% | +7.2% | +16.4% | +14.6% |
| 6M | +22.3% | +16.2% | +6.1% | +4.1% |
| YTD | +26.5% | +23.3% | +3.2% | +1.0% |
| 1Y | +27.0% | +29.6% | -2.6% | -3.8% |
| 3Y | +149.6% | +70.5% | +79.1% | +40.9% |
| 5Y | +118.1% | +73.5% | +44.6% | +20.1% |
| 10Y | +369.0% | +198.3% | +170.7% | +43.6% |
| All | +1,715.6% | +726.5% | +989.1% | +97.8% |
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