-24.4%
DOW vs IWD
+78.7%
-103.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.4% |
| 7D | -9.5% | -0.5% | -9.0% | -9.2% |
| 30D | +13.1% | +2.7% | +10.4% | +8.9% |
| 3M | +4.8% | +0.9% | +3.9% | +3.0% |
| 6M | -16.7% | +10.5% | -27.2% | -28.6% |
| YTD | +38.9% | +23.7% | +15.2% | -1.4% |
| 1Y | +48.3% | +28.7% | +19.6% | -1.4% |
| 3Y | -24.4% | +79.7% | -104.1% | -68.9% |
| All | -24.4% | +78.7% | -103.1% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling