+45.0%
ICE vs IWD
+73.6%
-28.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -0.7% | -0.3% | -0.4% | -0.4% |
| 30D | +7.6% | +0.6% | +7.0% | +7.2% |
| 3M | +13.9% | +7.2% | +6.7% | +7.7% |
| 6M | -2.4% | +16.2% | -18.6% | -13.6% |
| YTD | +0.3% | +23.3% | -23.1% | -15.6% |
| 1Y | -6.4% | +29.6% | -36.0% | -24.3% |
| 3Y | +43.1% | +70.5% | -27.4% | -9.6% |
| All | +45.0% | +73.6% | -28.7% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling