+265.0%
C vs IWD
+70.7%
+194.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.7% |
| 7D | +3.6% | -0.3% | +3.9% | +4.1% |
| 30D | +0.1% | +0.6% | -0.5% | -0.9% |
| 3M | +2.4% | +7.2% | -4.8% | -8.1% |
| 6M | +24.9% | +16.2% | +8.7% | -1.1% |
| YTD | +19.8% | +23.3% | -3.5% | -13.3% |
| 1Y | +44.9% | +29.6% | +15.3% | -2.8% |
| All | +265.0% | +70.7% | +194.3% | +66.2% |
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