+79.7%
IWD vs AME
+62.2%
+17.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.2% |
| 7D | -0.5% | -5.2% | +4.7% | +1.1% |
| 30D | +2.7% | -8.0% | +10.7% | +5.3% |
| 3M | +0.9% | -8.9% | +9.8% | +3.7% |
| 6M | +10.5% | -5.0% | +15.5% | +11.6% |
| YTD | +23.7% | +11.9% | +11.8% | +17.0% |
| 1Y | +28.7% | +16.6% | +12.1% | +19.8% |
| 3Y | +79.7% | +62.5% | +17.2% | +46.8% |
| All | +79.7% | +62.2% | +17.5% | +46.8% |
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