+201.7%
IWD vs CP
+257.3%
-55.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.3% | +2.1% | +0.1% | +1.3% |
| 30D | +3.6% | +9.3% | -5.7% | -0.6% |
| 3M | +2.2% | +0.5% | +1.7% | +1.7% |
| 6M | +13.0% | +10.4% | +2.5% | +7.4% |
| YTD | +26.5% | +28.7% | -2.2% | +11.4% |
| 1Y | +30.1% | +33.2% | -3.0% | +12.7% |
| 3Y | +84.9% | +38.4% | +46.4% | +53.2% |
| 5Y | +73.4% | +26.2% | +47.2% | +47.3% |
| All | +201.7% | +257.3% | -55.6% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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