+7,765.4%
AMD vs IWD
+203.0%
+7,562.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.0% | -9.1% |
| 7D | +18.9% | +2.3% | +16.7% | +15.5% |
| 30D | -6.4% | +3.6% | -10.0% | -10.3% |
| 3M | +10.6% | +2.2% | +8.4% | +7.8% |
| 6M | +19.9% | +13.0% | +6.9% | +2.1% |
| YTD | +149.4% | +26.5% | +122.9% | +83.6% |
| 1Y | +115.4% | +30.1% | +85.2% | +52.6% |
| 3Y | +357.3% | +84.9% | +272.4% | +108.5% |
| 5Y | +261.1% | +73.4% | +187.8% | +87.7% |
| All | +7,765.4% | +203.0% | +7,562.4% | +2,376.1% |
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