+726.5%
IWD vs AME
+9,844.2%
-9,117.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.4% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | +0.6% | -6.7% | +7.3% | +3.9% |
| 3M | +7.2% | +4.1% | +3.2% | +4.8% |
| 6M | +16.2% | +1.6% | +14.6% | +14.5% |
| YTD | +23.3% | +16.1% | +7.2% | +13.7% |
| 1Y | +29.6% | +27.3% | +2.2% | +13.8% |
| 3Y | +70.5% | +50.9% | +19.6% | +35.6% |
| 5Y | +73.5% | +81.4% | -7.9% | +25.1% |
| 10Y | +198.3% | +417.0% | -218.6% | +28.5% |
| All | +726.5% | +9,844.2% | -9,117.7% | +32.0% |
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 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