+33.1%
ITW vs IWD
+85.1%
-52.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | 0.0% |
| 7D | +2.3% | +2.3% | +0.1% | -0.2% |
| 30D | +6.7% | +3.6% | +3.1% | +2.7% |
| 3M | -0.5% | +2.2% | -2.7% | -2.8% |
| 6M | +16.4% | +13.0% | +3.4% | +2.0% |
| YTD | +19.0% | +26.5% | -7.6% | -7.9% |
| 1Y | +20.2% | +30.1% | -9.9% | -9.6% |
| 3Y | +33.1% | +84.9% | -51.8% | -25.7% |
| All | +33.1% | +85.1% | -52.1% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling