+157.6%
B vs IWD
+73.6%
+84.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.3% |
| 30D | +9.4% | +0.6% | +8.8% | +9.0% |
| 3M | +5.0% | +7.2% | -2.2% | -0.2% |
| 6M | -3.5% | +16.2% | -19.7% | -13.3% |
| YTD | +4.5% | +23.3% | -18.9% | -9.6% |
| 1Y | +67.8% | +29.6% | +38.2% | +40.8% |
| 3Y | +196.7% | +70.5% | +126.2% | +108.7% |
| All | +157.6% | +73.6% | +84.0% | +76.1% |
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 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