+73.2%
IWD vs AR
+99.4%
-26.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.3% | +7.4% | -5.1% | +1.4% |
| 30D | +3.6% | +5.8% | -2.2% | +2.7% |
| 3M | +2.2% | +5.2% | -3.1% | +1.2% |
| 6M | +13.0% | +5.4% | +7.5% | +11.6% |
| YTD | +26.5% | +12.4% | +14.1% | +23.2% |
| 1Y | +30.1% | +12.8% | +17.3% | +26.5% |
| 3Y | +84.9% | +47.2% | +37.7% | +69.0% |
| All | +73.2% | +99.4% | -26.2% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling