+73.1%
IWD vs AME
+54.4%
+18.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | +0.6% | -6.7% | +7.3% | +3.1% |
| 3M | +7.2% | +4.1% | +3.2% | +5.3% |
| 6M | +16.2% | +1.6% | +14.6% | +14.8% |
| YTD | +23.3% | +16.1% | +7.2% | +15.7% |
| 1Y | +29.6% | +27.3% | +2.2% | +17.1% |
| All | +73.1% | +54.4% | +18.7% | +41.0% |
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