-11.4%
F vs IWD
+70.2%
-81.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +3.0% |
| 7D | +1.4% | -0.9% | +2.3% | +2.7% |
| 30D | +2.0% | +2.6% | -0.6% | -2.2% |
| 3M | -10.4% | +1.2% | -11.6% | -12.0% |
| 6M | +9.7% | +12.1% | -2.4% | -8.3% |
| YTD | -1.2% | +24.1% | -25.3% | -29.6% |
| 1Y | 0.0% | +28.5% | -28.5% | -32.5% |
| 3Y | +41.1% | +79.5% | -38.4% | -45.1% |
| 5Y | -11.4% | +70.3% | -81.7% | -60.5% |
| All | -11.4% | +70.2% | -81.7% | -60.5% |
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