+371.3%
IBM vs IWD
+728.9%
-357.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -5.0% | -0.5% | -4.5% | -4.6% |
| 30D | +11.1% | +2.7% | +8.4% | +8.8% |
| 3M | +5.7% | +0.9% | +4.8% | +5.0% |
| 6M | +10.1% | +10.5% | -0.4% | +1.5% |
| YTD | -15.6% | +23.7% | -39.3% | -29.0% |
| 1Y | -19.5% | +28.7% | -48.3% | -34.5% |
| 3Y | +80.4% | +79.7% | +0.7% | +12.0% |
| 5Y | +140.0% | +69.7% | +70.3% | +54.4% |
| 10Y | +155.0% | +211.4% | -56.4% | +1.5% |
| All | +371.3% | +728.9% | -357.7% | -26.9% |
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