+2,316.3%
ICE vs IWD
+502.8%
+1,813.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.3% |
| 7D | -0.7% | -0.3% | -0.4% | -0.3% |
| 30D | +7.6% | +0.6% | +7.0% | +6.9% |
| 3M | +13.9% | +7.2% | +6.7% | +5.1% |
| 6M | -2.4% | +16.2% | -18.6% | -18.0% |
| YTD | +0.3% | +23.3% | -23.1% | -21.4% |
| 1Y | -6.4% | +29.6% | -36.0% | -30.6% |
| 3Y | +43.1% | +70.5% | -27.4% | -23.8% |
| 5Y | +42.1% | +73.5% | -31.4% | -26.7% |
| 10Y | +220.9% | +198.3% | +22.6% | -21.2% |
| All | +2,316.3% | +502.8% | +1,813.5% | +146.3% |
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