+195.5%
IWD vs BEN
+56.7%
+138.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.2% |
| 7D | -2.3% | +0.3% | -2.7% | -2.5% |
| 30D | -1.8% | +0.9% | -2.7% | -2.2% |
| 3M | +8.0% | +9.2% | -1.1% | +4.2% |
| 6M | +17.0% | +36.8% | -19.8% | +3.2% |
| YTD | +21.3% | +44.4% | -23.1% | +4.5% |
| 1Y | +27.9% | +45.8% | -17.9% | +9.5% |
| 3Y | +70.1% | +52.5% | +17.5% | +38.9% |
| 5Y | +74.2% | +37.7% | +36.5% | +43.4% |
| All | +195.5% | +56.7% | +138.8% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling