+609.0%
COST vs IWD
+195.0%
+414.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.5% |
| 7D | -2.8% | -1.2% | -1.6% | -2.1% |
| 30D | -5.3% | -1.6% | -3.6% | -4.3% |
| 3M | -6.7% | +7.0% | -13.7% | -10.6% |
| 6M | -9.9% | +17.0% | -26.9% | -18.6% |
| YTD | +5.1% | +21.6% | -16.5% | -7.3% |
| 1Y | -7.3% | +28.0% | -35.3% | -20.9% |
| 3Y | +70.4% | +70.6% | -0.2% | +20.3% |
| 5Y | +104.4% | +73.3% | +31.1% | +43.3% |
| 10Y | +609.0% | +200.5% | +408.5% | +259.6% |
| All | +609.0% | +195.0% | +414.0% | +259.6% |
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