-36.7%
AUR vs IWD
+72.2%
-108.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.0% |
| 7D | +0.2% | -2.3% | +2.5% | +5.6% |
| 30D | -8.9% | -1.8% | -7.1% | -5.1% |
| 3M | +4.6% | +8.0% | -3.4% | -12.3% |
| 6M | +44.9% | +17.0% | +27.9% | +2.2% |
| YTD | +64.8% | +21.3% | +43.6% | +7.9% |
| 1Y | +16.4% | +27.9% | -11.6% | -32.1% |
| 3Y | +85.1% | +70.1% | +15.0% | -35.2% |
| 5Y | -36.1% | +74.2% | -110.3% | -76.7% |
| All | -36.7% | +72.2% | -108.9% | -76.8% |
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 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