+23.9%
IP vs IWD
+70.7%
-46.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.1% |
| 7D | -5.3% | -0.3% | -5.0% | -4.9% |
| 30D | -10.9% | +0.6% | -11.4% | -11.5% |
| 3M | +11.2% | +7.2% | +3.9% | +1.7% |
| 6M | -10.2% | +16.2% | -26.4% | -25.9% |
| YTD | -2.0% | +23.3% | -25.3% | -24.6% |
| 1Y | -19.1% | +29.6% | -48.7% | -41.2% |
| All | +23.9% | +70.7% | -46.7% | -33.0% |
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