-18.8%
IBM vs IWD
+29.9%
-48.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -1.7% |
| 7D | -2.5% | +1.3% | -3.8% | -3.9% |
| 30D | +8.4% | +3.6% | +4.8% | +4.2% |
| 3M | +4.5% | +2.3% | +2.1% | +1.8% |
| 6M | +7.9% | +13.0% | -5.2% | -4.8% |
| YTD | -15.2% | +26.2% | -41.4% | -34.0% |
| All | -18.8% | +29.9% | -48.7% | -38.7% |
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