+109.4%
C vs IWD
+70.2%
+39.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -1.4% |
| 7D | -5.3% | -0.9% | -4.4% | -4.0% |
| 30D | -7.3% | +2.6% | -10.0% | -10.6% |
| 3M | -13.5% | +1.2% | -14.7% | -14.9% |
| 6M | -6.5% | +12.1% | -18.6% | -20.3% |
| YTD | +3.6% | +24.1% | -20.5% | -23.2% |
| 1Y | +18.9% | +28.5% | -9.6% | -15.9% |
| 3Y | +205.0% | +79.5% | +125.5% | +42.1% |
| 5Y | +109.4% | +70.3% | +39.1% | +3.2% |
| All | +109.4% | +70.2% | +39.1% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling