+351.8%
IBM vs IWD
+726.5%
-374.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | +0.3% | +0.6% | -0.3% | -0.2% |
| 3M | -21.6% | +7.2% | -28.8% | -25.9% |
| 6M | -4.7% | +16.2% | -20.9% | -15.8% |
| YTD | -19.1% | +23.3% | -42.4% | -31.8% |
| 1Y | -2.5% | +29.6% | -32.1% | -21.1% |
| 3Y | +74.2% | +70.5% | +3.7% | +12.7% |
| 5Y | +113.1% | +73.5% | +39.7% | +34.6% |
| 10Y | +133.5% | +198.3% | -64.8% | -4.0% |
| All | +351.8% | +726.5% | -374.7% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling