+202.4%
IWD vs AME
+438.4%
-235.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.6% | -4.1% | +5.7% | +3.6% |
| 30D | +3.6% | -4.1% | +7.7% | +5.4% |
| 3M | +2.0% | -5.6% | +7.7% | +4.5% |
| 6M | +13.1% | +2.8% | +10.2% | +10.0% |
| YTD | +26.2% | +16.6% | +9.6% | +13.8% |
| 1Y | +29.6% | +21.1% | +8.5% | +14.3% |
| 3Y | +84.3% | +61.1% | +23.2% | +34.2% |
| 5Y | +73.4% | +76.6% | -3.1% | +17.8% |
| 10Y | +202.4% | +431.3% | -228.9% | +21.3% |
| All | +202.4% | +438.4% | -235.9% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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