+200.5%
IWD vs AME
+425.2%
-224.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.2% |
| 7D | -1.2% | +1.3% | -2.5% | -1.9% |
| 30D | -1.6% | -6.6% | +4.9% | +1.9% |
| 3M | +7.0% | +3.0% | +4.0% | +4.8% |
| 6M | +17.0% | +5.3% | +11.7% | +12.7% |
| YTD | +21.6% | +15.4% | +6.2% | +11.0% |
| 1Y | +28.0% | +26.8% | +1.2% | +10.3% |
| 3Y | +70.6% | +56.5% | +14.0% | +27.1% |
| 5Y | +73.3% | +85.2% | -11.9% | +15.0% |
| 10Y | +200.5% | +428.5% | -228.0% | +19.1% |
| All | +200.5% | +425.2% | -224.7% | +19.1% |
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