+206.6%
C vs IWD
+79.4%
+127.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -1.0% |
| 7D | -5.3% | -0.9% | -4.4% | -3.9% |
| 30D | -7.3% | +2.6% | -10.0% | -10.9% |
| 3M | -13.5% | +1.2% | -14.7% | -15.1% |
| 6M | -6.5% | +12.1% | -18.6% | -21.7% |
| YTD | +3.6% | +24.1% | -20.5% | -25.9% |
| 1Y | +18.9% | +28.5% | -9.6% | -19.3% |
| All | +206.6% | +79.4% | +127.2% | +31.8% |
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