+40.9%
ICE vs IWD
+72.9%
-32.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | +3.6% | +2.3% | +1.3% | +1.8% |
| 30D | +15.1% | +3.6% | +11.5% | +11.9% |
| 3M | +15.4% | +2.2% | +13.2% | +13.4% |
| 6M | +16.1% | +13.0% | +3.2% | +5.3% |
| YTD | +11.4% | +26.5% | -15.2% | -8.1% |
| 1Y | +18.5% | +30.1% | -11.7% | -4.5% |
| 3Y | +70.5% | +84.9% | -14.3% | +0.1% |
| All | +40.9% | +72.9% | -32.0% | -12.7% |
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