+197.5%
IWD vs ACWI
+228.2%
-30.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | +0.6% | +0.9% | -0.3% | -0.2% |
| 3M | +7.2% | +2.4% | +4.8% | +4.7% |
| 6M | +16.2% | +12.4% | +3.8% | +3.8% |
| YTD | +23.3% | +15.2% | +8.2% | +7.6% |
| 1Y | +29.6% | +22.7% | +6.9% | +6.3% |
| 3Y | +70.5% | +75.8% | -5.3% | -1.5% |
| 5Y | +73.5% | +67.7% | +5.7% | +4.5% |
| All | +197.5% | +228.2% | -30.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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