+745.7%
IWD vs COO
+1,463.4%
-717.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.6% | +4.5% | -2.9% | +0.4% |
| 30D | +3.6% | +16.9% | -13.3% | -0.8% |
| 3M | +2.0% | -16.7% | +18.8% | +6.5% |
| 6M | +13.1% | +5.9% | +7.1% | +10.1% |
| YTD | +26.2% | -22.4% | +48.6% | +33.6% |
| 1Y | +29.6% | -10.1% | +39.7% | +31.5% |
| 3Y | +84.3% | -22.8% | +107.1% | +90.6% |
| 5Y | +73.4% | -41.4% | +114.8% | +91.0% |
| 10Y | +202.4% | +41.3% | +161.2% | +162.1% |
| All | +745.7% | +1,463.4% | -717.7% | +291.7% |
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 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