+74.3%
F vs IWD
+203.8%
-129.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.0% | +1.6% | -0.6% | -1.2% |
| 30D | +2.1% | +3.6% | -1.5% | -2.7% |
| 3M | -10.3% | +2.0% | -12.3% | -12.6% |
| 6M | +3.3% | +13.1% | -9.8% | -12.3% |
| YTD | -2.0% | +26.2% | -28.2% | -28.0% |
| 1Y | -2.3% | +29.6% | -31.9% | -30.6% |
| 3Y | +49.9% | +84.3% | -34.4% | -32.7% |
| 5Y | -12.5% | +73.4% | -85.9% | -55.9% |
| 10Y | +74.3% | +202.5% | -128.2% | -55.6% |
| All | +74.3% | +203.8% | -129.5% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling