-37.4%
DOW vs IWD
+73.6%
-111.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.1% |
| 30D | +0.4% | +0.6% | -0.2% | -0.5% |
| 3M | -14.4% | +7.2% | -21.6% | -21.9% |
| 6M | -7.0% | +16.2% | -23.2% | -24.2% |
| YTD | +30.2% | +23.3% | +6.9% | -1.7% |
| 1Y | +29.2% | +29.6% | -0.4% | -8.0% |
| 3Y | -36.7% | +70.5% | -107.2% | -66.8% |
| All | -37.4% | +73.6% | -111.1% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling