+686.3%
AU vs IWD
+73.8%
+612.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -0.3% | -0.2% | -0.1% | -0.1% |
| 30D | +12.8% | -0.8% | +13.6% | +13.5% |
| 3M | +28.5% | +8.0% | +20.4% | +20.5% |
| 6M | +4.8% | +18.2% | -13.4% | -7.7% |
| YTD | +31.0% | +22.3% | +8.6% | +12.8% |
| 1Y | +81.4% | +28.9% | +52.5% | +51.0% |
| 3Y | +618.4% | +71.5% | +546.9% | +380.7% |
| 5Y | +686.3% | +73.6% | +612.7% | +419.8% |
| All | +686.3% | +73.8% | +612.5% | +419.8% |
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