+291.3%
IWD vs AR
-33.4%
+324.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | -0.5% | -14.3% | +13.8% | +1.2% |
| 30D | +2.7% | +1.4% | +1.2% | +2.4% |
| 3M | +0.9% | +3.4% | -2.5% | +0.3% |
| 6M | +10.5% | -2.1% | +12.6% | +10.3% |
| YTD | +23.7% | +4.7% | +19.0% | +22.0% |
| 1Y | +28.7% | +10.6% | +18.2% | +26.0% |
| 3Y | +79.7% | +24.6% | +55.1% | +70.8% |
| 5Y | +69.7% | +71.9% | -2.2% | +51.9% |
| 10Y | +211.4% | +46.4% | +165.0% | +152.1% |
| All | +291.3% | -33.4% | +324.6% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling