-20.2%
DOW vs IWD
+85.1%
-105.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.6% |
| 7D | +5.2% | +2.3% | +2.9% | +2.2% |
| 30D | +13.2% | +3.6% | +9.6% | +7.8% |
| 3M | +10.1% | +2.2% | +7.9% | +6.5% |
| 6M | -13.1% | +13.0% | -26.0% | -27.6% |
| YTD | +46.1% | +26.5% | +19.6% | +0.8% |
| 1Y | +50.0% | +30.1% | +19.9% | -1.0% |
| 3Y | -20.2% | +84.9% | -105.1% | -68.6% |
| All | -20.2% | +85.1% | -105.4% | -68.6% |
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