+745.7%
IWD vs A
+346.7%
+399.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | +3.6% | +4.3% | -0.7% | +2.2% |
| 3M | +2.0% | +19.8% | -17.7% | -3.5% |
| 6M | +13.1% | +54.4% | -41.3% | -1.5% |
| YTD | +26.2% | +31.7% | -5.5% | +14.8% |
| 1Y | +29.6% | +22.4% | +7.1% | +20.3% |
| 3Y | +84.3% | +67.7% | +16.6% | +53.0% |
| 5Y | +73.4% | +15.7% | +57.7% | +58.0% |
| 10Y | +202.4% | +308.7% | -106.2% | +90.4% |
| All | +745.7% | +346.7% | +399.0% | +276.7% |
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