+149.9%
IBM vs IWD
+212.1%
-62.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -1.4% |
| 7D | -2.5% | +1.3% | -3.8% | -3.7% |
| 30D | +8.4% | +3.6% | +4.8% | +4.9% |
| 3M | +4.5% | +2.3% | +2.1% | +2.3% |
| 6M | +7.9% | +13.0% | -5.2% | -3.5% |
| YTD | -15.2% | +26.2% | -41.4% | -31.4% |
| 1Y | -17.6% | +30.5% | -48.0% | -35.3% |
| 3Y | +82.1% | +86.2% | -4.2% | +3.3% |
| 5Y | +143.3% | +72.9% | +70.5% | +46.0% |
| 10Y | +149.9% | +205.0% | -55.1% | -11.4% |
| All | +149.9% | +212.1% | -62.1% | -11.4% |
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