+216.0%
C vs IWD
+85.1%
+130.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.4% |
| 7D | +4.2% | +2.3% | +1.9% | +0.6% |
| 30D | +2.0% | +3.6% | -1.6% | -3.4% |
| 3M | -10.1% | +2.2% | -12.3% | -13.0% |
| 6M | +1.0% | +13.0% | -12.0% | -16.3% |
| YTD | +8.5% | +26.5% | -18.0% | -24.7% |
| 1Y | +25.7% | +30.1% | -4.4% | -16.4% |
| 3Y | +216.0% | +84.9% | +131.1% | +31.1% |
| All | +216.0% | +85.1% | +130.8% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling