+11.9%
COST vs IWD
+33.0%
-21.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.0% |
| 7D | +6.6% | +2.5% | +4.1% | +6.0% |
| 30D | +13.5% | +6.0% | +7.5% | +12.0% |
| 3M | +10.6% | +3.8% | +6.8% | +9.6% |
| 6M | +3.6% | +16.3% | -12.7% | +1.0% |
| YTD | +22.1% | +27.5% | -5.4% | +15.6% |
| 1Y | +11.9% | +32.8% | -20.9% | +5.3% |
| All | +11.9% | +33.0% | -21.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling