+202.4%
IWD vs A
+312.5%
-110.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +1.6% | +1.4% | +0.2% | +1.1% |
| 30D | +3.6% | +4.3% | -0.7% | +1.9% |
| 3M | +2.0% | +19.8% | -17.7% | -5.1% |
| 6M | +13.1% | +54.4% | -41.3% | -5.6% |
| YTD | +26.2% | +31.7% | -5.5% | +11.7% |
| 1Y | +29.6% | +22.4% | +7.1% | +18.0% |
| 3Y | +84.3% | +67.7% | +16.6% | +41.7% |
| 5Y | +73.4% | +15.7% | +57.7% | +53.5% |
| 10Y | +202.4% | +308.7% | -106.2% | +58.4% |
| All | +202.4% | +312.5% | -110.0% | +58.4% |
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