+291.9%
C vs IWD
+198.0%
+93.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.7% |
| 7D | +3.6% | -0.3% | +3.9% | +4.1% |
| 30D | +0.1% | +0.6% | -0.5% | -0.8% |
| 3M | +2.4% | +7.2% | -4.8% | -7.8% |
| 6M | +24.9% | +16.2% | +8.7% | -0.4% |
| YTD | +19.8% | +23.3% | -3.5% | -12.5% |
| 1Y | +44.9% | +29.6% | +15.3% | -1.6% |
| 3Y | +263.0% | +70.5% | +192.5% | +66.3% |
| 5Y | +129.5% | +73.5% | +56.1% | +2.6% |
| All | +291.9% | +198.0% | +93.8% | -15.7% |
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 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