+6,351.7%
AMD vs IWD
+207.5%
+6,144.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.5% |
| 7D | -11.0% | -0.5% | -10.6% | -10.0% |
| 30D | -30.5% | +2.7% | -33.1% | -32.7% |
| 3M | -8.2% | +0.9% | -9.1% | -9.1% |
| 6M | +6.6% | +10.5% | -4.0% | -6.4% |
| YTD | +109.7% | +23.7% | +86.0% | +59.2% |
| 1Y | +88.9% | +28.7% | +60.2% | +35.9% |
| 3Y | +301.8% | +79.7% | +222.1% | +90.8% |
| 5Y | +229.4% | +69.7% | +159.7% | +76.7% |
| All | +6,351.7% | +207.5% | +6,144.2% | +2,620.5% |
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