+205.0%
IWD vs ACWI
+226.8%
-21.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -0.4% |
| 7D | +1.3% | +0.3% | +0.9% | +0.9% |
| 30D | +3.6% | -2.8% | +6.4% | +6.3% |
| 3M | +2.3% | -3.2% | +5.5% | +5.2% |
| 6M | +13.0% | +1.3% | +11.8% | +11.3% |
| YTD | +26.2% | +11.2% | +15.0% | +13.5% |
| 1Y | +30.5% | +13.8% | +16.7% | +14.8% |
| 3Y | +86.2% | +76.2% | +10.0% | +7.1% |
| 5Y | +72.9% | +59.5% | +13.4% | +9.1% |
| 10Y | +205.0% | +222.2% | -17.2% | -2.0% |
| All | +205.0% | +226.8% | -21.8% | -2.0% |
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