+205.1%
IWD vs CAPR
-68.5%
+273.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -0.4% |
| 7D | -0.5% | +41.1% | -41.5% | -0.9% |
| 30D | +2.7% | +11.1% | -8.5% | +2.5% |
| 3M | +0.9% | +115.3% | -114.4% | -0.3% |
| 6M | +10.5% | -73.8% | +84.4% | +11.2% |
| YTD | +23.7% | -68.8% | +92.5% | +24.1% |
| 1Y | +28.7% | +43.3% | -14.6% | +23.5% |
| 3Y | +79.7% | +214.7% | -135.0% | +66.5% |
| 5Y | +69.7% | +141.3% | -71.6% | +56.4% |
| All | +205.1% | -68.5% | +273.6% | +168.5% |
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