+195.5%
IWD vs BR
+190.5%
+4.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.3% | -6.0% | +3.6% | +0.1% |
| 30D | -1.8% | -0.9% | -0.9% | -1.6% |
| 3M | +8.0% | +16.4% | -8.3% | +0.7% |
| 6M | +17.0% | -8.2% | +25.2% | +20.1% |
| YTD | +21.3% | -23.2% | +44.5% | +34.2% |
| 1Y | +27.9% | -30.9% | +58.9% | +48.5% |
| 3Y | +70.1% | -5.0% | +75.0% | +67.8% |
| 5Y | +74.2% | +8.8% | +65.4% | +57.5% |
| All | +195.5% | +190.5% | +4.9% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling