-36.6%
AUR vs IWD
+75.1%
-111.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.9% |
| 7D | +8.7% | -0.3% | +9.0% | +9.7% |
| 30D | -5.2% | +0.6% | -5.8% | -6.4% |
| 3M | -7.3% | +7.2% | -14.5% | -20.8% |
| 6M | +41.2% | +16.2% | +25.0% | +1.1% |
| YTD | +65.1% | +23.3% | +41.8% | +4.0% |
| 1Y | +13.4% | +29.6% | -16.2% | -35.6% |
| 3Y | +98.1% | +70.5% | +27.7% | -31.5% |
| 5Y | -36.0% | +73.5% | -109.5% | -77.5% |
| All | -36.6% | +75.1% | -111.7% | -77.6% |
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