+61.2%
IWD vs AS
+120.4%
-59.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.1% |
| 7D | -0.3% | -4.9% | +4.6% | +0.3% |
| 30D | +0.6% | -19.6% | +20.2% | +3.2% |
| 3M | +7.2% | -14.4% | +21.6% | +9.1% |
| 6M | +16.2% | -20.1% | +36.3% | +18.8% |
| YTD | +23.3% | -20.9% | +44.3% | +26.1% |
| 1Y | +29.6% | -21.9% | +51.4% | +32.4% |
| All | +61.2% | +120.4% | -59.1% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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