+12.1%
IWD vs AR
-7.2%
+19.3%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.7% |
| 7D | -0.9% | -11.7% | +10.8% | -1.5% |
| 30D | +2.6% | +1.8% | +0.8% | +2.5% |
| 3M | +1.2% | +6.0% | -4.7% | +1.7% |
| 6M | +12.1% | -7.0% | +19.1% | +11.1% |
| All | +12.1% | -7.2% | +19.3% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling