+56.5%
IOT vs IWD
+70.1%
-13.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -2.8% |
| 7D | +5.1% | -1.2% | +6.2% | +7.2% |
| 30D | -3.0% | -1.6% | -1.4% | -0.4% |
| 3M | +15.0% | +7.0% | +8.0% | +2.5% |
| 6M | +13.1% | +17.0% | -3.8% | -14.6% |
| YTD | +9.0% | +21.6% | -12.6% | -23.7% |
| 1Y | +0.1% | +28.0% | -27.9% | -35.8% |
| 3Y | +26.4% | +70.6% | -44.1% | -52.7% |
| All | +56.5% | +70.1% | -13.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling