+1,066.9%
EQT vs IWD
+719.8%
+347.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.7% |
| 7D | -0.8% | -0.2% | -0.7% | -0.7% |
| 30D | +6.6% | -0.8% | +7.4% | +7.5% |
| 3M | +4.4% | +8.0% | -3.7% | -3.7% |
| 6M | -10.5% | +18.2% | -28.7% | -24.8% |
| YTD | +3.7% | +22.3% | -18.6% | -15.9% |
| 1Y | +9.9% | +28.9% | -19.0% | -15.4% |
| 3Y | +35.4% | +71.5% | -36.2% | -21.6% |
| 5Y | +189.2% | +73.6% | +115.6% | +69.3% |
| 10Y | +50.7% | +194.7% | -144.0% | -47.8% |
| All | +1,066.9% | +719.8% | +347.1% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling