+374.7%
IWD vs BR
+1,321.0%
-946.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.9% |
| 7D | -0.3% | -5.3% | +5.0% | +2.2% |
| 30D | +0.6% | +6.4% | -5.9% | -2.4% |
| 3M | +7.2% | +13.6% | -6.4% | +0.3% |
| 6M | +16.2% | -6.7% | +22.9% | +18.2% |
| YTD | +23.3% | -21.1% | +44.4% | +35.0% |
| 1Y | +29.6% | -29.6% | +59.1% | +49.5% |
| 3Y | +70.5% | -2.4% | +72.8% | +66.0% |
| 5Y | +73.5% | +11.2% | +62.2% | +55.2% |
| 10Y | +198.3% | +191.8% | +6.5% | +60.7% |
| All | +374.7% | +1,321.0% | -946.2% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling