+25.3%
IOT vs IWD
+69.9%
-44.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -2.9% |
| 7D | +5.1% | -1.2% | +6.2% | +6.8% |
| 30D | -3.0% | -1.6% | -1.4% | -0.8% |
| 3M | +15.0% | +7.0% | +8.0% | +4.4% |
| 6M | +13.1% | +17.0% | -3.8% | -11.3% |
| YTD | +9.0% | +21.6% | -12.6% | -20.3% |
| 1Y | +0.1% | +28.0% | -27.9% | -32.5% |
| All | +25.3% | +69.9% | -44.6% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling