+35.5%
ICE vs IWD
+68.9%
-33.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +2.0% | -0.5% | +2.5% | +2.4% |
| 30D | +12.9% | +2.7% | +10.2% | +10.5% |
| 3M | +15.4% | +0.9% | +14.5% | +14.6% |
| 6M | +13.1% | +10.5% | +2.5% | +4.3% |
| YTD | +7.5% | +23.7% | -16.2% | -9.8% |
| 1Y | +18.3% | +28.7% | -10.4% | -3.9% |
| 3Y | +65.9% | +79.7% | -13.8% | -0.4% |
| All | +35.5% | +68.9% | -33.4% | -14.6% |
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