+383.2%
IWD vs CAPR
-99.1%
+482.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.9% | +10.0% | +0.1% |
| 7D | +1.6% | +7.6% | -6.1% | +1.5% |
| 30D | +3.6% | +13.3% | -9.7% | +3.4% |
| 3M | +2.0% | +130.4% | -128.3% | +1.1% |
| 6M | +13.1% | -70.8% | +83.9% | +13.5% |
| YTD | +26.2% | -69.3% | +95.5% | +26.5% |
| 1Y | +29.6% | +59.5% | -30.0% | +25.4% |
| 3Y | +84.3% | +216.8% | -132.5% | +74.9% |
| 5Y | +73.4% | +152.7% | -79.3% | +64.0% |
| 10Y | +202.4% | -68.2% | +270.7% | +178.7% |
| All | +383.2% | -99.1% | +482.3% | +336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling