+205.1%
IWD vs COO
+41.2%
+163.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.2% |
| 7D | -0.5% | +4.7% | -5.2% | -2.0% |
| 30D | +2.7% | +13.9% | -11.2% | -1.8% |
| 3M | +0.9% | -14.9% | +15.8% | +5.7% |
| 6M | +10.5% | +2.0% | +8.5% | +8.1% |
| YTD | +23.7% | -23.9% | +47.6% | +34.1% |
| 1Y | +28.7% | -9.6% | +38.4% | +30.8% |
| 3Y | +79.7% | -25.4% | +105.1% | +88.7% |
| 5Y | +69.7% | -41.2% | +110.9% | +92.1% |
| All | +205.1% | +41.2% | +163.9% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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