+41.6%
D vs IWD
+207.5%
-165.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | +3.0% | -0.5% | +3.4% | +3.3% |
| 30D | +11.5% | +2.7% | +8.8% | +9.5% |
| 3M | +3.7% | +0.9% | +2.8% | +3.1% |
| 6M | +13.5% | +10.5% | +3.0% | +5.8% |
| YTD | +20.7% | +23.7% | -3.0% | +3.8% |
| 1Y | +18.2% | +28.7% | -10.5% | -1.2% |
| 3Y | +73.3% | +79.7% | -6.4% | +13.9% |
| 5Y | +12.3% | +69.7% | -57.4% | -23.8% |
| All | +41.6% | +207.5% | -165.9% | -23.6% |
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