+204.6%
IWD vs AR
+58.9%
+145.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -0.6% | +2.1% | -2.6% | -0.8% |
| 30D | +3.6% | +4.5% | -0.9% | +3.0% |
| 3M | +2.7% | +1.0% | +1.7% | +2.3% |
| 6M | +13.2% | +4.4% | +8.8% | +12.2% |
| YTD | +26.8% | +10.9% | +15.9% | +24.3% |
| 1Y | +29.3% | +8.6% | +20.7% | +26.9% |
| 3Y | +85.1% | +48.5% | +36.6% | +72.6% |
| 5Y | +74.2% | +95.7% | -21.5% | +54.2% |
| 10Y | +204.6% | +55.5% | +149.1% | +148.1% |
| All | +204.6% | +58.9% | +145.6% | +148.1% |
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