+40.3%
IWD vs AMRZ
-15.6%
+55.8%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.6% |
| 7D | +1.3% | -1.1% | +2.4% | +1.4% |
| 30D | +3.6% | +18.3% | -14.7% | +0.9% |
| 3M | +2.3% | -8.0% | +10.3% | +3.5% |
| 6M | +13.0% | -18.7% | +31.7% | +16.0% |
| YTD | +26.2% | -19.8% | +46.0% | +29.2% |
| 1Y | +30.5% | -12.3% | +42.8% | +31.8% |
| All | +40.3% | -15.6% | +55.8% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling