+69.7%
IWD vs AMCR
+8.2%
+61.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.3% | -5.0% | +2.6% | -1.1% |
| 30D | -1.8% | -8.0% | +6.2% | +0.3% |
| 3M | +8.0% | +14.3% | -6.2% | +4.1% |
| 6M | +17.0% | +5.3% | +11.6% | +14.7% |
| YTD | +21.3% | +7.7% | +13.5% | +17.5% |
| 1Y | +27.9% | +10.8% | +17.1% | +22.7% |
| All | +69.7% | +8.2% | +61.5% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling