+345.2%
IR vs IWD
+180.5%
+164.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +2.1% |
| 7D | +5.0% | +1.3% | +3.8% | +3.3% |
| 30D | +10.3% | +3.6% | +6.7% | +5.4% |
| 3M | -0.1% | +2.3% | -2.4% | -3.0% |
| 6M | +14.8% | +13.0% | +1.7% | -1.8% |
| YTD | +9.7% | +26.2% | -16.4% | -17.8% |
| 1Y | +12.2% | +30.5% | -18.2% | -19.4% |
| 3Y | +30.0% | +86.2% | -56.2% | -39.0% |
| 5Y | +46.8% | +72.9% | -26.1% | -23.3% |
| All | +345.2% | +180.5% | +164.7% | +29.2% |
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