+198.1%
IWD vs BG
+166.7%
+31.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -0.8% | +3.1% | -3.9% | -1.6% |
| 30D | -0.8% | +10.2% | -11.1% | -3.5% |
| 3M | +6.9% | -1.7% | +8.6% | +6.9% |
| 6M | +18.3% | +1.0% | +17.3% | +17.0% |
| YTD | +22.4% | +39.9% | -17.6% | +10.2% |
| 1Y | +27.4% | +53.2% | -25.8% | +11.3% |
| 3Y | +71.2% | +16.3% | +54.9% | +59.3% |
| 5Y | +75.7% | +83.9% | -8.1% | +37.7% |
| All | +198.1% | +166.7% | +31.4% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling