+147.3%
IBM vs IWD
+203.0%
-55.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +1.6% | +2.3% | -0.7% | -0.5% |
| 30D | +9.2% | +3.6% | +5.6% | +5.7% |
| 3M | +4.9% | +2.2% | +2.8% | +2.9% |
| 6M | +16.8% | +13.0% | +3.8% | +4.6% |
| YTD | -14.3% | +26.5% | -40.8% | -30.8% |
| 1Y | -16.7% | +30.1% | -46.9% | -34.5% |
| 3Y | +82.2% | +84.9% | -2.6% | +4.1% |
| 5Y | +149.9% | +73.4% | +76.6% | +49.6% |
| All | +147.3% | +203.0% | -55.8% | -12.4% |
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