+672.3%
AU vs IWD
+203.8%
+468.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -4.3% | -0.8% | -3.5% | -3.9% |
| 30D | +7.3% | -0.8% | +8.2% | +7.7% |
| 3M | +26.3% | +6.9% | +19.4% | +22.9% |
| 6M | +1.8% | +18.3% | -16.5% | -4.4% |
| YTD | +26.8% | +22.4% | +4.5% | +17.9% |
| 1Y | +66.7% | +27.4% | +39.3% | +53.0% |
| 3Y | +579.1% | +71.2% | +507.9% | +464.8% |
| 5Y | +689.3% | +75.7% | +613.6% | +549.3% |
| All | +672.3% | +203.8% | +468.5% | +457.5% |
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