+12.8%
D vs IWD
+12.7%
+0.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +1.0% |
| 7D | +6.9% | -0.9% | +7.9% | +7.1% |
| 30D | +12.3% | +2.6% | +9.7% | +11.3% |
| 3M | +3.0% | +1.2% | +1.8% | +2.4% |
| 6M | +12.8% | +12.1% | +0.7% | +9.0% |
| All | +12.8% | +12.7% | +0.1% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling