+150.3%
IJR vs IWD
+203.0%
-52.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.3% |
| 7D | +2.2% | +2.3% | -0.1% | -0.5% |
| 30D | +3.8% | +3.6% | +0.3% | -0.4% |
| 3M | -5.7% | +2.2% | -7.9% | -8.1% |
| 6M | +4.6% | +13.0% | -8.3% | -9.5% |
| YTD | +18.0% | +26.5% | -8.5% | -10.7% |
| 1Y | +21.8% | +30.1% | -8.3% | -10.8% |
| 3Y | +61.1% | +84.9% | -23.8% | -20.6% |
| 5Y | +27.3% | +73.4% | -46.0% | -31.8% |
| All | +150.3% | +203.0% | -52.7% | -27.8% |
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