+73.0%
IWD vs CAPR
+192.6%
-119.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.7% | +8.3% | -0.3% |
| 7D | +1.7% | +19.1% | -17.4% | +1.5% |
| 30D | +3.2% | +48.8% | -45.6% | +2.8% |
| 3M | +2.3% | +144.4% | -142.1% | +1.4% |
| 6M | +12.9% | -67.5% | +80.5% | +13.2% |
| YTD | +26.2% | -64.5% | +90.8% | +26.4% |
| 1Y | +28.3% | +74.4% | -46.2% | +24.1% |
| 3Y | +84.4% | +265.7% | -181.3% | +64.0% |
| 5Y | +73.0% | +196.0% | -123.0% | +49.3% |
| All | +73.0% | +192.6% | -119.6% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling