+6,406.4%
AMD vs IWD
+197.9%
+6,208.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.6% |
| 7D | +2.6% | -0.3% | +2.8% | +2.9% |
| 30D | -0.9% | +0.6% | -1.5% | -2.0% |
| 3M | -8.7% | +7.2% | -15.9% | -17.1% |
| 6M | +136.3% | +16.2% | +120.1% | +94.0% |
| YTD | +123.0% | +23.3% | +99.7% | +69.0% |
| 1Y | +195.2% | +29.6% | +165.6% | +109.9% |
| 3Y | +336.3% | +70.5% | +265.9% | +120.4% |
| 5Y | +334.5% | +73.5% | +261.0% | +125.8% |
| All | +6,406.4% | +197.9% | +6,208.5% | +1,687.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling