+231.9%
B vs IWD
+731.9%
-500.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.6% |
| 7D | +4.3% | -0.9% | +5.2% | +4.8% |
| 30D | -0.9% | +2.6% | -3.6% | -1.9% |
| 3M | -1.4% | +1.2% | -2.6% | -1.7% |
| 6M | +5.0% | +12.1% | -7.1% | +0.6% |
| YTD | -5.8% | +24.1% | -30.0% | -13.3% |
| 1Y | +25.6% | +28.5% | -2.9% | +14.2% |
| 3Y | +161.6% | +79.5% | +82.1% | +109.3% |
| 5Y | +135.2% | +70.3% | +64.9% | +91.3% |
| 10Y | +170.7% | +212.5% | -41.8% | +68.7% |
| All | +231.9% | +731.9% | -500.0% | +46.2% |
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