+29.6%
IWD vs BR
-29.1%
+58.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | -0.3% | -5.3% | +5.0% | 0.0% |
| 30D | +0.6% | +6.4% | -5.9% | +0.3% |
| 3M | +7.2% | +13.6% | -6.4% | +6.6% |
| 6M | +16.2% | -6.7% | +22.9% | +16.5% |
| YTD | +23.3% | -21.1% | +44.4% | +28.2% |
| 1Y | +29.6% | -29.6% | +59.1% | +39.1% |
| All | +29.6% | -29.1% | +58.6% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling