+208.1%
C vs IWD
+78.7%
+129.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.7% |
| 3M | -10.5% | +0.9% | -11.4% | -11.7% |
| 6M | -5.7% | +10.5% | -16.3% | -19.3% |
| YTD | +4.1% | +23.7% | -19.6% | -25.1% |
| 1Y | +20.5% | +28.7% | -8.2% | -18.5% |
| 3Y | +208.1% | +79.7% | +128.4% | +33.2% |
| All | +208.1% | +78.7% | +129.4% | +33.2% |
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