+197.3%
IWD vs AR
+47.7%
+149.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.3% | +2.5% | -2.8% | -0.6% |
| 30D | +0.6% | +14.8% | -14.2% | -1.0% |
| 3M | +7.2% | +6.2% | +1.0% | +6.3% |
| 6M | +16.2% | +4.3% | +11.9% | +15.2% |
| YTD | +23.3% | +14.4% | +9.0% | +20.7% |
| 1Y | +29.6% | +21.3% | +8.2% | +25.6% |
| 3Y | +70.5% | +39.8% | +30.7% | +60.0% |
| 5Y | +73.5% | +142.1% | -68.6% | +49.9% |
| All | +197.3% | +47.7% | +149.6% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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