+745.6%
IWD vs A
+352.5%
+393.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.1% |
| 7D | +1.3% | +4.8% | -3.5% | -0.1% |
| 30D | +3.6% | +5.6% | -2.1% | +1.9% |
| 3M | +2.3% | +23.6% | -21.3% | -4.1% |
| 6M | +13.0% | +56.4% | -43.3% | -1.9% |
| YTD | +26.2% | +33.4% | -7.2% | +14.3% |
| 1Y | +30.5% | +23.7% | +6.8% | +20.8% |
| 3Y | +86.2% | +71.0% | +15.2% | +53.7% |
| 5Y | +72.9% | +16.8% | +56.0% | +57.1% |
| 10Y | +205.0% | +323.8% | -118.8% | +90.1% |
| All | +745.6% | +352.5% | +393.1% | +275.2% |
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