+745.6%
IWD vs AME
+9,880.4%
-9,134.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | 0.0% |
| 7D | +1.3% | -1.5% | +2.8% | +1.7% |
| 30D | +3.6% | -4.2% | +7.7% | +5.3% |
| 3M | +2.3% | -5.9% | +8.3% | +4.7% |
| 6M | +13.0% | +2.8% | +10.2% | +10.4% |
| YTD | +26.2% | +16.6% | +9.6% | +15.5% |
| 1Y | +30.5% | +22.1% | +8.3% | +16.7% |
| 3Y | +86.2% | +64.7% | +21.5% | +41.2% |
| 5Y | +72.9% | +76.6% | -3.7% | +25.8% |
| 10Y | +205.0% | +443.9% | -238.8% | +27.7% |
| All | +745.6% | +9,880.4% | -9,134.9% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling