+292.7%
IWD vs AR
-32.8%
+325.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.3% |
| 7D | -0.9% | -11.7% | +10.8% | +0.4% |
| 30D | +2.6% | +1.8% | +0.8% | +2.3% |
| 3M | +1.2% | +6.0% | -4.7% | +0.3% |
| 6M | +12.1% | -7.0% | +19.1% | +12.5% |
| YTD | +24.1% | +5.6% | +18.6% | +22.3% |
| 1Y | +28.5% | +10.8% | +17.7% | +25.8% |
| 3Y | +79.5% | +19.3% | +60.2% | +71.4% |
| 5Y | +70.3% | +73.3% | -3.0% | +52.3% |
| 10Y | +212.5% | +47.6% | +165.0% | +152.8% |
| All | +292.7% | -32.8% | +325.5% | +239.1% |
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 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