+204.6%
IWD vs CAPR
-59.1%
+263.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.5% | -26.0% | +0.1% |
| 7D | -0.6% | +25.8% | -26.3% | -0.9% |
| 30D | +3.6% | +50.2% | -46.6% | +3.0% |
| 3M | +2.7% | +185.5% | -182.8% | +1.1% |
| 6M | +13.2% | -64.8% | +78.0% | +13.5% |
| YTD | +26.8% | -61.1% | +87.9% | +26.8% |
| 1Y | +29.3% | +81.0% | -51.7% | +23.7% |
| 3Y | +85.1% | +300.7% | -215.6% | +70.9% |
| 5Y | +74.2% | +223.3% | -149.1% | +59.9% |
| 10Y | +204.6% | -58.8% | +263.3% | +167.0% |
| All | +204.6% | -59.1% | +263.6% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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