+325.3%
IR vs IWD
+175.0%
+150.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.9% |
| 7D | +3.7% | -0.5% | +4.1% | +4.2% |
| 30D | +7.4% | +2.7% | +4.8% | +3.7% |
| 3M | -5.9% | +0.9% | -6.8% | -7.1% |
| 6M | +5.6% | +10.5% | -5.0% | -7.1% |
| YTD | +4.8% | +23.7% | -18.9% | -19.5% |
| 1Y | +6.9% | +28.7% | -21.8% | -21.9% |
| 3Y | +27.6% | +79.7% | -52.2% | -37.4% |
| 5Y | +45.8% | +69.7% | -23.9% | -22.1% |
| All | +325.3% | +175.0% | +150.2% | +26.5% |
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