+217.1%
ICE vs IWD
+195.2%
+22.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.5% |
| 7D | -1.2% | -0.2% | -1.0% | -1.0% |
| 30D | +5.0% | -0.8% | +5.8% | +5.7% |
| 3M | +13.9% | +8.0% | +5.8% | +7.1% |
| 6M | -4.4% | +18.2% | -22.6% | -16.4% |
| YTD | -1.9% | +22.3% | -24.2% | -16.6% |
| 1Y | -8.1% | +28.9% | -37.0% | -25.1% |
| 3Y | +42.5% | +71.5% | -29.0% | -8.4% |
| 5Y | +40.6% | +73.6% | -33.0% | -10.5% |
| 10Y | +217.1% | +194.7% | +22.4% | +24.2% |
| All | +217.1% | +195.2% | +22.0% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling