+84.9%
IWD vs COO
-24.0%
+108.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +3.6% | +14.2% | -10.6% | +1.0% |
| 3M | +2.2% | -18.2% | +20.4% | +6.0% |
| 6M | +13.0% | +5.3% | +7.6% | +10.9% |
| YTD | +26.5% | -23.6% | +50.1% | +33.2% |
| 1Y | +30.1% | -12.7% | +42.8% | +33.0% |
| 3Y | +84.9% | -24.2% | +109.1% | +88.7% |
| All | +84.9% | -24.0% | +108.9% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling