+51.9%
DOW vs IWD
+33.0%
+18.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.3% |
| 7D | -4.2% | +2.5% | -6.7% | -4.3% |
| 30D | +14.7% | +6.0% | +8.7% | +14.1% |
| 3M | +9.1% | +3.8% | +5.3% | +8.8% |
| 6M | -17.7% | +16.3% | -34.0% | -21.4% |
| YTD | +44.6% | +27.5% | +17.1% | +22.5% |
| 1Y | +51.9% | +32.8% | +19.1% | +20.0% |
| All | +51.9% | +33.0% | +18.9% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling