+1,499.5%
ITW vs IWD
+726.5%
+772.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.1% |
| 7D | -3.6% | -0.3% | -3.3% | -3.3% |
| 30D | -9.1% | +0.6% | -9.7% | -9.7% |
| 3M | +8.2% | +7.2% | +1.0% | +0.9% |
| 6M | -4.8% | +16.2% | -21.0% | -18.0% |
| YTD | +11.0% | +23.3% | -12.3% | -9.9% |
| 1Y | +4.2% | +29.6% | -25.3% | -19.6% |
| 3Y | +17.3% | +70.5% | -53.2% | -31.1% |
| 5Y | +33.0% | +73.5% | -40.5% | -22.8% |
| 10Y | +182.3% | +198.3% | -16.0% | -3.1% |
| All | +1,499.5% | +726.5% | +772.9% | +104.0% |
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