+386.5%
AU vs IWD
+73.1%
+313.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.4% |
| 7D | -1.1% | +1.7% | -2.8% | -2.5% |
| 30D | -4.4% | +3.2% | -7.6% | -7.0% |
| 3M | -10.0% | +2.3% | -12.3% | -11.6% |
| 6M | -14.5% | +12.9% | -27.4% | -22.6% |
| YTD | +6.4% | +26.2% | -19.9% | -11.1% |
| 1Y | +7.7% | +28.3% | -20.6% | -10.9% |
| 3Y | +514.1% | +84.4% | +429.7% | +283.6% |
| 5Y | +386.5% | +73.0% | +313.6% | +201.7% |
| All | +386.5% | +73.1% | +313.5% | +201.7% |
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