+223.5%
C vs IWD
+207.5%
+16.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.1% |
| 7D | -2.4% | -0.5% | -1.9% | -1.7% |
| 30D | -6.0% | +2.7% | -8.6% | -9.6% |
| 3M | -10.5% | +0.9% | -11.4% | -11.7% |
| 6M | -5.7% | +10.5% | -16.3% | -19.0% |
| YTD | +4.1% | +23.7% | -19.6% | -24.3% |
| 1Y | +20.5% | +28.7% | -8.2% | -17.5% |
| 3Y | +208.1% | +79.7% | +128.4% | +30.1% |
| 5Y | +110.4% | +69.7% | +40.7% | -2.8% |
| All | +223.5% | +207.5% | +16.0% | -43.6% |
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