+201.0%
IWD vs A
+300.7%
-99.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | +3.2% | +0.8% | +2.4% | +2.8% |
| 3M | +2.3% | +16.9% | -14.6% | -4.0% |
| 6M | +12.9% | +53.8% | -40.8% | -5.6% |
| YTD | +26.2% | +28.1% | -1.9% | +12.9% |
| 1Y | +28.3% | +15.0% | +13.2% | +19.7% |
| 3Y | +84.4% | +63.1% | +21.3% | +43.1% |
| 5Y | +73.0% | +11.5% | +61.5% | +55.4% |
| All | +201.0% | +300.7% | -99.6% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling