+685.8%
IWD vs BG
+954.5%
-268.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.2% |
| 7D | +2.3% | +2.6% | -0.3% | +1.6% |
| 30D | +3.6% | -6.7% | +10.2% | +5.4% |
| 3M | +2.2% | -9.3% | +11.4% | +4.3% |
| 6M | +13.0% | -18.3% | +31.3% | +18.1% |
| YTD | +26.5% | +16.2% | +10.3% | +19.7% |
| 1Y | +30.1% | +7.6% | +22.5% | +25.7% |
| 3Y | +84.9% | +6.6% | +78.3% | +75.4% |
| 5Y | +73.4% | +22.2% | +51.2% | +55.1% |
| 10Y | +204.0% | +112.0% | +92.0% | +121.0% |
| All | +685.8% | +954.5% | -268.7% | +329.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling