+742.8%
D vs IWD
+726.5%
+16.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | 0.0% |
| 7D | +1.5% | -0.3% | +1.7% | +1.6% |
| 30D | -2.6% | +0.6% | -3.2% | -3.0% |
| 3M | 0.0% | +7.2% | -7.2% | -4.4% |
| 6M | +7.4% | +16.2% | -8.9% | -2.4% |
| YTD | +15.9% | +23.3% | -7.5% | +1.4% |
| 1Y | +18.1% | +29.6% | -11.4% | +0.1% |
| 3Y | +58.4% | +70.5% | -12.1% | +13.1% |
| 5Y | +5.2% | +73.5% | -68.3% | -26.2% |
| 10Y | +35.9% | +198.3% | -162.5% | -32.8% |
| All | +742.8% | +726.5% | +16.3% | +102.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling