+5,226.3%
COST vs IWD
+745.9%
+4,480.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +2.5% | +1.7% | +0.8% | +1.3% |
| 30D | +14.6% | +3.2% | +11.4% | +12.0% |
| 3M | +15.2% | +2.3% | +12.9% | +13.3% |
| 6M | +7.2% | +12.9% | -5.7% | -1.8% |
| YTD | +27.4% | +26.2% | +1.2% | +7.8% |
| 1Y | +20.2% | +28.3% | -8.1% | +0.5% |
| 3Y | +96.9% | +84.4% | +12.5% | +26.5% |
| 5Y | +122.8% | +73.0% | +49.8% | +50.2% |
| 10Y | +764.3% | +203.3% | +560.9% | +277.4% |
| All | +5,226.3% | +745.9% | +4,480.4% | +810.3% |
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 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