+73.3%
IWD vs BR
+7.6%
+65.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.2% | -5.0% | +3.8% | +0.5% |
| 30D | -1.6% | -2.5% | +0.8% | -0.9% |
| 3M | +7.0% | +13.5% | -6.5% | +2.1% |
| 6M | +17.0% | -9.4% | +26.4% | +20.7% |
| YTD | +21.6% | -23.3% | +44.9% | +33.7% |
| 1Y | +28.0% | -31.6% | +59.6% | +47.7% |
| 3Y | +70.6% | -5.1% | +75.6% | +69.0% |
| 5Y | +73.3% | +8.2% | +65.2% | +53.8% |
| All | +73.3% | +7.6% | +65.7% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling