+791.4%
D vs IWD
+731.9%
+59.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +1.5% |
| 7D | +6.9% | -0.9% | +7.9% | +7.5% |
| 30D | +12.3% | +2.6% | +9.7% | +10.5% |
| 3M | +3.0% | +1.2% | +1.8% | +2.2% |
| 6M | +12.8% | +12.1% | +0.7% | +4.9% |
| YTD | +22.6% | +24.1% | -1.6% | +6.8% |
| 1Y | +21.7% | +28.5% | -6.8% | +3.7% |
| 3Y | +83.9% | +79.5% | +4.4% | +27.0% |
| 5Y | +14.0% | +70.3% | -56.3% | -19.1% |
| 10Y | +45.6% | +212.5% | -167.0% | -30.0% |
| All | +791.4% | +731.9% | +59.5% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling