+90.5%
IWD vs COMP
-53.0%
+143.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.6% |
| 7D | +1.6% | +7.2% | -5.6% | +0.9% |
| 30D | +3.6% | +6.4% | -2.8% | +2.8% |
| 3M | +2.0% | -19.4% | +21.5% | +3.5% |
| 6M | +13.1% | +14.6% | -1.5% | +11.0% |
| YTD | +26.2% | -5.5% | +31.7% | +24.8% |
| 1Y | +29.6% | +13.7% | +15.9% | +26.0% |
| 3Y | +84.3% | +409.7% | -325.4% | +53.1% |
| 5Y | +73.4% | -17.0% | +90.5% | +54.2% |
| All | +90.5% | -53.0% | +143.5% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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