+86.2%
IWD vs COMP
-47.7%
+133.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +7.2% | +41.1% | -33.9% | +3.9% |
| 6M | +16.2% | +17.2% | -1.0% | +13.5% |
| YTD | +23.3% | +5.2% | +18.1% | +21.2% |
| 1Y | +29.6% | +18.9% | +10.6% | +25.6% |
| 3Y | +70.5% | +215.9% | -145.5% | +47.4% |
| 5Y | +73.5% | -31.2% | +104.7% | +54.9% |
| All | +86.2% | -47.7% | +133.9% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling