+166.7%
IJR vs IWD
+201.1%
-34.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.5% |
| 7D | -2.3% | -2.3% | 0.0% | +0.4% |
| 30D | -4.7% | -1.8% | -2.9% | -2.7% |
| 3M | +2.1% | +8.0% | -5.9% | -6.9% |
| 6M | +13.9% | +17.0% | -3.1% | -5.6% |
| YTD | +18.2% | +21.3% | -3.0% | -6.0% |
| 1Y | +21.8% | +27.9% | -6.1% | -8.9% |
| 3Y | +52.2% | +70.1% | -17.9% | -17.3% |
| 5Y | +40.1% | +74.2% | -34.1% | -25.2% |
| All | +166.7% | +201.1% | -34.4% | -22.3% |
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 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