+84.9%
IWD vs BG
+6.5%
+78.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | 0.0% |
| 7D | +2.3% | +2.6% | -0.3% | +2.0% |
| 30D | +3.6% | -6.7% | +10.2% | +4.4% |
| 3M | +2.2% | -9.3% | +11.4% | +3.1% |
| 6M | +13.0% | -18.3% | +31.3% | +15.5% |
| YTD | +26.5% | +16.2% | +10.3% | +21.8% |
| 1Y | +30.1% | +7.6% | +22.5% | +26.8% |
| 3Y | +84.9% | +6.6% | +78.3% | +81.2% |
| All | +84.9% | +6.5% | +78.4% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling