+35.2%
IWD vs AMRZ
-19.2%
+54.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.2% |
| 7D | -1.2% | -4.7% | +3.5% | -0.5% |
| 30D | -1.6% | -11.3% | +9.6% | +0.1% |
| 3M | +7.0% | -22.1% | +29.1% | +10.7% |
| 6M | +17.0% | -29.6% | +46.6% | +22.5% |
| YTD | +21.6% | -23.3% | +44.9% | +25.5% |
| 1Y | +28.0% | -23.7% | +51.7% | +31.4% |
| All | +35.2% | -19.2% | +54.4% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling