+22.9%
IP vs IWD
+197.9%
-175.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.0% |
| 7D | -5.3% | -0.3% | -5.0% | -5.0% |
| 30D | -10.9% | +0.6% | -11.4% | -11.4% |
| 3M | +11.2% | +7.2% | +3.9% | +2.6% |
| 6M | -10.2% | +16.2% | -26.4% | -24.6% |
| YTD | -2.0% | +23.3% | -25.3% | -23.2% |
| 1Y | -19.1% | +29.6% | -48.7% | -40.0% |
| 3Y | +20.9% | +70.5% | -49.6% | -34.9% |
| 5Y | -17.8% | +73.5% | -91.3% | -56.7% |
| All | +22.9% | +197.9% | -175.0% | -65.1% |
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