+75.5%
IOT vs IWD
+85.1%
-9.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.2% |
| 7D | +0.9% | +2.3% | -1.3% | -2.0% |
| 30D | +1.4% | +3.6% | -2.2% | -3.2% |
| 3M | +0.5% | +2.2% | -1.6% | -2.3% |
| 6M | +50.3% | +13.0% | +37.3% | +27.1% |
| YTD | +16.7% | +26.5% | -9.8% | -18.0% |
| 1Y | +6.8% | +30.1% | -23.3% | -28.2% |
| 3Y | +75.5% | +84.9% | -9.4% | -58.5% |
| All | +75.5% | +85.1% | -9.7% | -58.5% |
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 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