+1,608.9%
ITW vs IWD
+745.9%
+863.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +0.5% | +1.7% | -1.2% | -1.2% |
| 30D | +7.7% | +3.2% | +4.4% | +4.3% |
| 3M | -1.3% | +2.3% | -3.6% | -3.5% |
| 6M | +15.5% | +12.9% | +2.5% | +2.3% |
| YTD | +18.6% | +26.2% | -7.6% | -6.0% |
| 1Y | +19.8% | +28.3% | -8.4% | -6.5% |
| 3Y | +32.5% | +84.4% | -51.9% | -28.0% |
| 5Y | +35.3% | +73.0% | -37.6% | -21.2% |
| 10Y | +193.2% | +203.3% | -10.1% | -1.0% |
| All | +1,608.9% | +745.9% | +863.0% | +113.0% |
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