+284.9%
IR vs IWD
+172.0%
+112.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.6% |
| 7D | +0.6% | -0.2% | +0.8% | +0.8% |
| 30D | -13.6% | -0.8% | -12.8% | -12.7% |
| 3M | +3.7% | +8.0% | -4.4% | -5.9% |
| 6M | -13.1% | +18.2% | -31.2% | -29.4% |
| YTD | -5.1% | +22.3% | -27.4% | -26.0% |
| 1Y | -6.5% | +28.9% | -35.3% | -31.6% |
| 3Y | +8.5% | +71.5% | -63.0% | -43.5% |
| 5Y | +43.3% | +73.6% | -30.3% | -25.3% |
| All | +284.9% | +172.0% | +112.9% | +16.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling