+726.5%
IWD vs COO
+1,611.4%
-884.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -0.3% | -2.2% | +1.9% | +0.3% |
| 30D | +0.6% | -7.0% | +7.6% | +2.5% |
| 3M | +7.2% | +12.2% | -5.0% | +3.5% |
| 6M | +16.2% | -15.1% | +31.3% | +20.9% |
| YTD | +23.3% | -15.1% | +38.4% | +28.2% |
| 1Y | +29.6% | +2.3% | +27.2% | +27.5% |
| 3Y | +70.5% | -23.7% | +94.1% | +78.0% |
| 5Y | +73.5% | -38.9% | +112.4% | +90.1% |
| 10Y | +198.3% | +49.9% | +148.4% | +155.7% |
| All | +726.5% | +1,611.4% | -884.9% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling