+112.4%
C vs IWD
+72.9%
+39.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | -0.4% |
| 7D | -0.9% | +1.3% | -2.2% | -2.6% |
| 30D | -5.4% | +3.6% | -9.0% | -9.9% |
| 3M | -9.2% | +2.3% | -11.5% | -12.0% |
| 6M | -1.8% | +13.0% | -14.9% | -17.2% |
| YTD | +6.7% | +26.2% | -19.5% | -22.7% |
| 1Y | +23.5% | +30.5% | -6.9% | -14.4% |
| 3Y | +219.8% | +86.2% | +133.6% | +41.9% |
| 5Y | +112.4% | +72.9% | +39.5% | +2.3% |
| All | +112.4% | +72.9% | +39.5% | +2.3% |
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