+106.2%
COST vs IWD
+73.8%
+32.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -4.0% | -0.8% | -3.2% | -3.4% |
| 3M | -6.5% | +8.0% | -14.5% | -11.7% |
| 6M | -8.5% | +18.2% | -26.7% | -19.5% |
| YTD | +6.0% | +22.3% | -16.3% | -9.2% |
| 1Y | -5.8% | +28.9% | -34.7% | -22.7% |
| 3Y | +71.8% | +71.5% | +0.3% | +9.2% |
| 5Y | +106.2% | +73.6% | +32.6% | +31.9% |
| All | +106.2% | +73.8% | +32.4% | +31.9% |
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 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