+97.0%
AUR vs IWD
+69.9%
+27.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +1.4% |
| 7D | +11.1% | -1.2% | +12.3% | +14.7% |
| 30D | -6.9% | -1.6% | -5.2% | -2.6% |
| 3M | +5.5% | +7.0% | -1.5% | -12.5% |
| 6M | +41.0% | +17.0% | +24.0% | -7.7% |
| YTD | +69.3% | +21.6% | +47.6% | +0.1% |
| 1Y | +14.0% | +28.0% | -14.0% | -41.1% |
| All | +97.0% | +69.9% | +27.1% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling