+73.1%
IWD vs BEN
+57.6%
+15.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +0.6% | -0.5% | +1.1% | +0.7% |
| 3M | +7.2% | +9.7% | -2.5% | +4.3% |
| 6M | +16.2% | +33.9% | -17.7% | +6.4% |
| YTD | +23.3% | +49.0% | -25.6% | +9.3% |
| 1Y | +29.6% | +42.1% | -12.5% | +16.2% |
| All | +73.1% | +57.6% | +15.6% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling