+268.3%
AMD vs IWD
+73.2%
+195.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.0% | +12.7% | +10.8% |
| 7D | +6.5% | +1.6% | +4.9% | +4.4% |
| 30D | -15.3% | +3.6% | -18.9% | -20.0% |
| 3M | +9.7% | +2.0% | +7.7% | +6.2% |
| 6M | +13.2% | +13.1% | +0.1% | -9.4% |
| YTD | +140.6% | +26.2% | +114.4% | +58.6% |
| 1Y | +111.2% | +29.6% | +81.6% | +32.6% |
| 3Y | +334.4% | +84.3% | +250.1% | +42.4% |
| 5Y | +268.3% | +73.4% | +194.9% | +46.0% |
| All | +268.3% | +73.2% | +195.2% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling