+1,158.3%
IJR vs IWD
+726.5%
+431.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +1.1% |
| 7D | -0.2% | -0.3% | +0.1% | +0.1% |
| 30D | -2.4% | +0.6% | -3.0% | -3.1% |
| 3M | +3.9% | +7.2% | -3.3% | -3.6% |
| 6M | +12.4% | +16.2% | -3.8% | -4.3% |
| YTD | +21.5% | +23.3% | -1.8% | -2.9% |
| 1Y | +24.0% | +29.6% | -5.6% | -5.8% |
| 3Y | +49.7% | +70.5% | -20.8% | -13.8% |
| 5Y | +39.7% | +73.5% | -33.8% | -20.3% |
| 10Y | +169.0% | +198.3% | -29.3% | -10.2% |
| All | +1,158.3% | +726.5% | +431.8% | +60.9% |
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