+74.9%
IWD vs AR
+143.7%
-68.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | +7.2% | +6.2% | +1.0% | +6.2% |
| 6M | +16.2% | +4.3% | +11.9% | +15.0% |
| YTD | +23.3% | +14.4% | +9.0% | +20.1% |
| 1Y | +29.6% | +21.3% | +8.2% | +24.7% |
| 3Y | +70.5% | +39.8% | +30.7% | +57.4% |
| All | +74.9% | +143.7% | -68.8% | +47.3% |
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