+80.4%
IBM vs IWD
+78.7%
+1.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -5.0% | -0.5% | -4.5% | -4.5% |
| 30D | +11.1% | +2.7% | +8.4% | +8.3% |
| 3M | +5.7% | +0.9% | +4.8% | +4.9% |
| 6M | +10.1% | +10.5% | -0.4% | +0.2% |
| YTD | -15.6% | +23.7% | -39.3% | -31.0% |
| 1Y | -19.5% | +28.7% | -48.3% | -36.6% |
| 3Y | +80.4% | +79.7% | +0.7% | +7.7% |
| All | +80.4% | +78.7% | +1.7% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling