-18.7%
IBM vs IWD
+30.1%
-48.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.0% |
| 7D | -1.7% | -0.6% | -1.2% | -1.1% |
| 30D | +10.1% | +3.6% | +6.5% | +5.8% |
| 3M | +4.8% | +2.7% | +2.2% | +1.8% |
| 6M | +12.6% | +13.2% | -0.6% | -0.7% |
| YTD | -13.9% | +26.8% | -40.7% | -33.1% |
| 1Y | -18.7% | +29.3% | -48.0% | -38.2% |
| All | -18.7% | +30.1% | -48.8% | -38.2% |
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