+48.8%
D vs IWD
+202.4%
-153.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -3.1% | +1.7% | -4.7% | -4.2% |
| 30D | +8.4% | +3.2% | +5.1% | +6.0% |
| 3M | +0.2% | +2.3% | -2.1% | -1.4% |
| 6M | +9.5% | +12.9% | -3.5% | +0.4% |
| YTD | +18.8% | +26.2% | -7.4% | +0.6% |
| 1Y | +14.7% | +28.3% | -13.6% | -4.0% |
| 3Y | +72.9% | +84.4% | -11.4% | +11.4% |
| 5Y | +13.1% | +73.0% | -59.9% | -24.3% |
| All | +48.8% | +202.4% | -153.6% | -31.2% |
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