+121.7%
B vs IWD
+73.2%
+48.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | +7.1% | +1.6% | +5.6% | +5.9% |
| 30D | -3.3% | +3.6% | -6.9% | -6.0% |
| 3M | -2.5% | +2.0% | -4.6% | -4.0% |
| 6M | -7.2% | +13.1% | -20.3% | -15.3% |
| YTD | -7.4% | +26.2% | -33.5% | -21.5% |
| 1Y | +16.4% | +29.6% | -13.1% | -3.0% |
| 3Y | +178.7% | +84.3% | +94.4% | +84.1% |
| 5Y | +121.7% | +73.4% | +48.3% | +47.7% |
| All | +121.7% | +73.2% | +48.5% | +47.7% |
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