+200.4%
IP vs IWD
+726.5%
-526.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.0% |
| 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% | +2.5% |
| 6M | -10.2% | +16.2% | -26.4% | -24.9% |
| YTD | -2.0% | +23.3% | -25.3% | -23.6% |
| 1Y | -19.1% | +29.6% | -48.7% | -40.5% |
| 3Y | +20.9% | +70.5% | -49.6% | -36.2% |
| 5Y | -17.8% | +73.5% | -91.3% | -57.7% |
| 10Y | +23.5% | +198.3% | -174.8% | -66.8% |
| All | +200.4% | +726.5% | -526.1% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling