+87.4%
IWD vs COMP
-56.6%
+144.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.2% | +5.6% | -1.9% |
| 7D | -0.9% | -1.8% | +0.9% | -0.8% |
| 30D | +2.6% | -0.8% | +3.4% | +2.6% |
| 3M | +1.2% | -28.1% | +29.4% | +3.7% |
| 6M | +12.1% | +27.0% | -14.9% | +8.9% |
| YTD | +24.1% | -12.8% | +36.9% | +23.7% |
| 1Y | +28.5% | +4.9% | +23.6% | +25.9% |
| 3Y | +79.5% | +321.0% | -241.5% | +51.6% |
| 5Y | +70.3% | -25.6% | +95.9% | +52.7% |
| All | +87.4% | -56.6% | +144.0% | +71.1% |
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