-36.1%
AUR vs IWD
+72.1%
-108.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -1.9% |
| 7D | +0.2% | -2.3% | +2.5% | +5.9% |
| 30D | -8.9% | -1.8% | -7.1% | -4.9% |
| 3M | +4.6% | +8.0% | -3.4% | -13.0% |
| 6M | +44.9% | +17.0% | +27.9% | +0.5% |
| YTD | +64.8% | +21.3% | +43.6% | +5.7% |
| 1Y | +16.4% | +27.9% | -11.6% | -33.8% |
| 3Y | +85.1% | +70.1% | +15.0% | -39.2% |
| 5Y | -36.1% | +74.2% | -110.3% | -78.0% |
| All | -36.1% | +72.1% | -108.2% | -78.0% |
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