+4,359.1%
COST vs IWD
+726.5%
+3,632.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.6% |
| 7D | -3.1% | -0.3% | -2.9% | -3.0% |
| 30D | -2.8% | +0.6% | -3.4% | -3.2% |
| 3M | -5.7% | +7.2% | -12.9% | -10.3% |
| 6M | -8.8% | +16.2% | -25.0% | -18.1% |
| YTD | +6.7% | +23.3% | -16.7% | -8.2% |
| 1Y | -3.6% | +29.6% | -33.2% | -20.1% |
| 3Y | +75.1% | +70.5% | +4.6% | +18.9% |
| 5Y | +108.9% | +73.5% | +35.4% | +40.6% |
| 10Y | +586.2% | +198.3% | +387.9% | +203.1% |
| All | +4,359.1% | +726.5% | +3,632.6% | +675.1% |
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