+760.6%
COST vs IWD
+205.2%
+555.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | +3.9% | -0.6% | +4.5% | +4.2% |
| 30D | +13.5% | +3.6% | +9.9% | +11.0% |
| 3M | +15.3% | +2.7% | +12.7% | +13.4% |
| 6M | +9.2% | +13.2% | -4.1% | +0.9% |
| YTD | +26.9% | +26.8% | +0.1% | +9.0% |
| 1Y | +19.7% | +29.3% | -9.6% | +1.5% |
| 3Y | +96.0% | +85.1% | +10.9% | +31.4% |
| 5Y | +124.0% | +74.2% | +49.8% | +56.1% |
| 10Y | +760.6% | +204.6% | +556.0% | +330.8% |
| All | +760.6% | +205.2% | +555.4% | +330.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling