+430.4%
IWD vs AMCR
+100.2%
+330.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | +0.6% | -4.1% | +4.7% | +1.7% |
| 3M | +7.2% | +21.7% | -14.5% | +1.2% |
| 6M | +16.2% | +1.5% | +14.7% | +14.9% |
| YTD | +23.3% | +13.1% | +10.2% | +17.8% |
| 1Y | +29.6% | +13.0% | +16.6% | +23.6% |
| 3Y | +70.5% | +6.9% | +63.5% | +63.3% |
| 5Y | +73.5% | -10.5% | +83.9% | +74.0% |
| 10Y | +198.3% | +20.9% | +177.4% | +166.7% |
| All | +430.4% | +100.2% | +330.1% | +372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling