+72.4%
IWD vs COMP
+215.9%
-143.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -0.3% | +1.4% | -1.6% | -0.4% |
| 30D | +0.6% | -13.3% | +13.9% | +1.6% |
| 3M | +7.2% | +41.1% | -33.9% | +4.0% |
| 6M | +16.2% | +17.2% | -1.0% | +13.6% |
| YTD | +23.3% | +5.2% | +18.1% | +21.2% |
| 1Y | +29.6% | +18.9% | +10.6% | +25.7% |
| All | +72.4% | +215.9% | -143.5% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling