+437.3%
IWD vs ACWI
+330.1%
+107.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | +0.9% |
| 7D | -0.9% | -4.0% | +3.1% | +2.9% |
| 30D | +2.6% | -5.8% | +8.5% | +8.4% |
| 3M | +1.2% | -5.0% | +6.3% | +6.0% |
| 6M | +12.1% | +0.7% | +11.4% | +10.9% |
| YTD | +24.1% | +8.4% | +15.7% | +14.4% |
| 1Y | +28.5% | +10.1% | +18.4% | +16.7% |
| 3Y | +79.5% | +70.8% | +8.7% | +7.2% |
| 5Y | +70.3% | +55.4% | +14.9% | +10.5% |
| 10Y | +212.5% | +223.3% | -10.8% | +2.0% |
| All | +437.3% | +330.1% | +107.2% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling