-57.9%
AUR vs IWD
+79.6%
-137.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.7% |
| 7D | -4.5% | +2.3% | -6.8% | -9.1% |
| 30D | -16.6% | +3.6% | -20.2% | -23.8% |
| 3M | -38.5% | +2.2% | -40.6% | -41.7% |
| 6M | -49.9% | +13.0% | -62.8% | -62.2% |
| YTD | +9.6% | +26.5% | -16.9% | -35.3% |
| 1Y | +1.2% | +30.1% | -28.9% | -43.8% |
| 3Y | +128.8% | +84.9% | +43.9% | -33.7% |
| 5Y | -57.9% | +73.4% | -131.3% | -86.1% |
| All | -57.9% | +79.6% | -137.5% | -86.1% |
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