+140.7%
IAU vs IWD
+73.8%
+66.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +0.3% | -0.8% | +1.1% | +0.5% |
| 3M | +0.7% | +8.0% | -7.3% | -0.9% |
| 6M | -15.5% | +18.2% | -33.7% | -18.1% |
| YTD | +1.0% | +22.3% | -21.4% | -2.6% |
| 1Y | +19.6% | +28.9% | -9.3% | +14.6% |
| 3Y | +125.4% | +71.5% | +53.9% | +107.0% |
| 5Y | +140.7% | +73.6% | +67.1% | +119.5% |
| All | +140.7% | +73.8% | +66.9% | +119.5% |
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