+13.8%
IP vs IWD
+79.4%
-65.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.3% | -0.3% |
| 7D | -5.0% | -0.9% | -4.1% | -3.8% |
| 30D | +6.5% | +2.6% | +3.9% | +2.8% |
| 3M | -18.0% | +1.2% | -19.3% | -19.3% |
| 6M | +10.3% | +12.1% | -1.8% | -4.8% |
| YTD | -9.9% | +24.1% | -34.0% | -31.7% |
| 1Y | -1.1% | +28.5% | -29.6% | -28.0% |
| All | +13.8% | +79.4% | -65.6% | -45.8% |
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