+205.0%
IWD vs CAPR
-64.9%
+270.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +1.9% |
| 7D | +1.3% | +36.0% | -34.8% | +0.9% |
| 30D | +3.6% | +25.8% | -22.2% | +3.3% |
| 3M | +2.3% | +140.8% | -138.5% | +1.0% |
| 6M | +13.0% | -67.6% | +80.6% | +13.5% |
| YTD | +26.2% | -65.9% | +92.0% | +26.5% |
| 1Y | +30.5% | +66.1% | -35.6% | +24.9% |
| 3Y | +86.2% | +256.9% | -170.7% | +72.2% |
| 5Y | +72.9% | +172.1% | -99.2% | +59.0% |
| 10Y | +205.0% | -64.7% | +269.7% | +168.0% |
| All | +205.0% | -64.9% | +270.0% | +168.0% |
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