-13.3%
IBM vs IWD
+33.0%
-46.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -1.1% |
| 7D | +0.4% | +2.5% | -2.1% | -2.3% |
| 30D | +14.8% | +6.0% | +8.8% | +7.6% |
| 3M | +8.9% | +3.8% | +5.2% | +4.6% |
| 6M | +12.4% | +16.3% | -3.9% | -3.8% |
| YTD | -12.4% | +27.5% | -39.9% | -32.0% |
| 1Y | -13.3% | +32.8% | -46.1% | -35.8% |
| All | -13.3% | +33.0% | -46.3% | -35.8% |
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