+204.2%
EQT vs IWD
+72.1%
+132.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | -1.2% | -2.3% | +1.2% | +1.5% |
| 30D | +1.1% | -1.8% | +2.9% | +3.1% |
| 3M | +4.8% | +8.0% | -3.2% | -4.6% |
| 6M | -10.6% | +17.0% | -27.6% | -26.3% |
| YTD | +3.4% | +21.3% | -17.8% | -18.8% |
| 1Y | +8.7% | +27.9% | -19.3% | -20.1% |
| 3Y | +35.0% | +70.1% | -35.1% | -32.8% |
| 5Y | +204.2% | +74.2% | +130.1% | +48.7% |
| All | +204.2% | +72.1% | +132.2% | +48.7% |
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