+291.3%
IR vs IWD
+174.2%
+117.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +2.1% |
| 7D | -2.8% | -0.3% | -2.6% | -2.5% |
| 30D | -15.1% | +0.6% | -15.7% | -15.8% |
| 3M | +6.1% | +7.2% | -1.2% | -2.9% |
| 6M | -16.8% | +16.2% | -33.0% | -31.0% |
| YTD | -3.5% | +23.3% | -26.9% | -25.6% |
| 1Y | -3.5% | +29.6% | -33.1% | -29.9% |
| 3Y | +9.5% | +70.5% | -61.0% | -42.5% |
| 5Y | +45.1% | +73.5% | -28.4% | -24.3% |
| All | +291.3% | +174.2% | +117.1% | +17.0% |
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 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