+73.3%
IWD vs BG
+84.9%
-11.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -1.6% | +10.3% | -12.0% | -3.5% |
| 3M | +7.0% | -1.9% | +8.9% | +7.1% |
| 6M | +17.0% | +5.2% | +11.7% | +15.1% |
| YTD | +21.6% | +41.2% | -19.5% | +12.4% |
| 1Y | +28.0% | +50.5% | -22.5% | +16.2% |
| 3Y | +70.6% | +19.9% | +50.6% | +61.0% |
| 5Y | +73.3% | +86.7% | -13.4% | +40.5% |
| All | +73.3% | +84.9% | -11.6% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling