+73.3%
IWD vs AMCR
-10.2%
+83.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | +0.4% |
| 7D | -1.2% | -6.3% | +5.1% | +1.0% |
| 30D | -1.6% | -7.1% | +5.5% | +0.8% |
| 3M | +7.0% | +12.7% | -5.7% | +2.2% |
| 6M | +17.0% | +5.2% | +11.8% | +13.9% |
| YTD | +21.6% | +8.1% | +13.6% | +16.4% |
| 1Y | +28.0% | +11.7% | +16.3% | +20.6% |
| 3Y | +70.6% | +9.9% | +60.6% | +57.0% |
| 5Y | +73.3% | -8.7% | +82.0% | +72.9% |
| All | +73.3% | -10.2% | +83.6% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling