+742.8%
D vs IWD
+726.5%
+16.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | -3.6% | +0.6% | -4.1% | -3.9% |
| 3M | -1.0% | +7.2% | -8.2% | -5.3% |
| 6M | +6.3% | +16.2% | -9.9% | -3.4% |
| YTD | +14.7% | +23.3% | -8.6% | +0.4% |
| 1Y | +16.9% | +29.6% | -12.6% | -0.8% |
| 3Y | +56.8% | +70.5% | -13.7% | +11.9% |
| 5Y | +5.2% | +73.5% | -68.3% | -26.2% |
| 10Y | +35.9% | +198.3% | -162.5% | -32.8% |
| All | +742.8% | +726.5% | +16.3% | +102.3% |
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