-3.5%
F vs IWD
+30.1%
-33.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.9% |
| 7D | -2.1% | -0.6% | -1.6% | -1.4% |
| 30D | +3.3% | +3.6% | -0.3% | -2.1% |
| 3M | -11.3% | +2.7% | -14.0% | -14.7% |
| 6M | +5.3% | +13.2% | -7.9% | -13.2% |
| YTD | -2.2% | +26.8% | -29.0% | -32.0% |
| 1Y | -3.5% | +29.3% | -32.8% | -35.1% |
| All | -3.5% | +30.1% | -33.6% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling