+14.6%
D vs IWD
+72.9%
-58.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.8% |
| 7D | +0.8% | +1.3% | -0.5% | -0.1% |
| 30D | +10.7% | +3.6% | +7.1% | +8.2% |
| 3M | +2.3% | +2.3% | 0.0% | +0.7% |
| 6M | +12.5% | +13.0% | -0.6% | +3.6% |
| YTD | +20.1% | +26.2% | -6.1% | +2.6% |
| 1Y | +15.6% | +30.5% | -14.9% | -3.6% |
| 3Y | +75.2% | +86.2% | -11.0% | +13.4% |
| 5Y | +14.6% | +72.9% | -58.3% | -22.8% |
| All | +14.6% | +72.9% | -58.4% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling