+55.4%
IOT vs IWD
+71.1%
-15.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -1.6% |
| 7D | -4.5% | -0.8% | -3.7% | -3.3% |
| 30D | -2.4% | -0.8% | -1.6% | -1.1% |
| 3M | +19.0% | +6.9% | +12.0% | +6.3% |
| 6M | +19.6% | +18.3% | +1.4% | -11.4% |
| YTD | +8.3% | +22.4% | -14.1% | -25.0% |
| 1Y | -0.8% | +27.4% | -28.2% | -35.8% |
| 3Y | +24.4% | +71.2% | -46.7% | -53.7% |
| All | +55.4% | +71.1% | -15.7% | -30.5% |
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