+220.1%
C vs IWD
+212.1%
+8.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | -0.6% |
| 7D | -0.9% | +1.3% | -2.2% | -2.8% |
| 30D | -5.4% | +3.6% | -9.0% | -10.3% |
| 3M | -9.2% | +2.3% | -11.5% | -12.2% |
| 6M | -1.8% | +13.0% | -14.9% | -18.4% |
| YTD | +6.7% | +26.2% | -19.5% | -24.7% |
| 1Y | +23.5% | +30.5% | -6.9% | -17.1% |
| 3Y | +219.8% | +86.2% | +133.6% | +28.0% |
| 5Y | +112.4% | +72.9% | +39.5% | -4.6% |
| 10Y | +220.1% | +205.0% | +15.1% | -42.5% |
| All | +220.1% | +212.1% | +8.0% | -42.5% |
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 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