+188.2%
B vs IWD
+197.9%
-9.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +9.4% | +0.6% | +8.8% | +9.2% |
| 3M | +5.0% | +7.2% | -2.2% | +2.1% |
| 6M | -3.5% | +16.2% | -19.7% | -9.1% |
| YTD | +4.5% | +23.3% | -18.9% | -3.6% |
| 1Y | +67.8% | +29.6% | +38.2% | +52.0% |
| 3Y | +196.7% | +70.5% | +126.2% | +144.5% |
| 5Y | +151.9% | +73.5% | +78.5% | +105.5% |
| All | +188.2% | +197.9% | -9.7% | +97.5% |
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