+824.4%
AU vs IWD
+726.5%
+97.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -1.9% |
| 7D | -3.6% | -0.3% | -3.4% | -3.5% |
| 30D | +23.9% | +0.6% | +23.3% | +23.5% |
| 3M | +19.1% | +7.2% | +11.9% | +14.8% |
| 6M | -0.2% | +16.2% | -16.4% | -7.5% |
| YTD | +32.5% | +23.3% | +9.1% | +18.9% |
| 1Y | +96.9% | +29.6% | +67.4% | +72.4% |
| 3Y | +614.7% | +70.5% | +544.3% | +438.3% |
| 5Y | +647.7% | +73.5% | +574.2% | +456.0% |
| 10Y | +679.2% | +198.3% | +480.9% | +302.0% |
| All | +824.4% | +726.5% | +97.9% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling