+666.0%
IWD vs BG
+1,131.5%
-465.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -0.3% | +2.8% | -3.1% | -1.0% |
| 30D | +0.6% | +12.0% | -11.5% | -2.6% |
| 3M | +7.2% | -7.7% | +14.9% | +9.0% |
| 6M | +16.2% | +4.5% | +11.7% | +13.8% |
| YTD | +23.3% | +35.7% | -12.3% | +12.4% |
| 1Y | +29.6% | +50.1% | -20.5% | +14.3% |
| 3Y | +70.5% | +12.6% | +57.8% | +59.9% |
| 5Y | +73.5% | +75.4% | -2.0% | +40.9% |
| 10Y | +198.3% | +150.5% | +47.8% | +107.6% |
| All | +666.0% | +1,131.5% | -465.5% | +302.7% |
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