+268.2%
B vs IWD
+726.5%
-458.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 6M | -3.5% | +16.2% | -19.7% | -8.9% |
| YTD | +4.5% | +23.3% | -18.9% | -3.6% |
| 1Y | +67.8% | +29.6% | +38.2% | +51.9% |
| 3Y | +196.7% | +70.5% | +126.2% | +141.8% |
| 5Y | +151.9% | +73.5% | +78.5% | +103.3% |
| 10Y | +202.2% | +198.3% | +3.8% | +92.0% |
| All | +268.2% | +726.5% | -458.3% | +62.5% |
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 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