-47.3%
C vs IWD
+731.9%
-779.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -0.5% |
| 7D | -5.3% | -0.9% | -4.4% | -3.8% |
| 30D | -7.3% | +2.6% | -10.0% | -11.4% |
| 3M | -13.5% | +1.2% | -14.7% | -15.3% |
| 6M | -6.5% | +12.1% | -18.6% | -23.3% |
| YTD | +3.6% | +24.1% | -20.5% | -28.5% |
| 1Y | +18.9% | +28.5% | -9.6% | -22.7% |
| 3Y | +205.0% | +79.5% | +125.5% | +12.8% |
| 5Y | +109.4% | +70.3% | +39.1% | -15.9% |
| 10Y | +232.9% | +212.5% | +20.4% | -51.7% |
| All | -47.3% | +731.9% | -779.3% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling