+84.9%
IWD vs AME
+64.2%
+20.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.3% | +5.9% | -3.6% | +0.3% |
| 30D | +3.6% | -1.9% | +5.5% | +4.0% |
| 3M | +2.2% | -5.4% | +7.5% | +3.8% |
| 6M | +13.0% | +4.9% | +8.0% | +10.1% |
| YTD | +26.5% | +18.5% | +8.1% | +17.4% |
| 1Y | +30.1% | +25.5% | +4.7% | +18.1% |
| 3Y | +84.9% | +63.0% | +21.8% | +50.0% |
| All | +84.9% | +64.2% | +20.6% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling