+726.5%
IWD vs A
+278.3%
+448.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.3% | -1.9% | +1.7% | +0.3% |
| 30D | +0.6% | +6.9% | -6.3% | -1.5% |
| 3M | +7.2% | +9.2% | -2.0% | +4.2% |
| 6M | +16.2% | +25.7% | -9.5% | +7.5% |
| YTD | +23.3% | +11.5% | +11.8% | +18.0% |
| 1Y | +29.6% | +18.4% | +11.2% | +21.4% |
| 3Y | +70.5% | +26.6% | +43.9% | +53.8% |
| 5Y | +73.5% | -12.8% | +86.3% | +71.9% |
| 10Y | +198.3% | +247.2% | -48.9% | +97.3% |
| All | +726.5% | +278.3% | +448.2% | +287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling