+73.0%
IWD vs CP
+27.5%
+45.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | +3.2% | +10.3% | -7.1% | -0.5% |
| 3M | +2.3% | +2.3% | 0.0% | +1.3% |
| 6M | +12.9% | +10.7% | +2.2% | +8.3% |
| YTD | +26.2% | +29.3% | -3.1% | +13.4% |
| 1Y | +28.3% | +31.5% | -3.2% | +14.4% |
| 3Y | +84.4% | +36.7% | +47.7% | +57.9% |
| 5Y | +73.0% | +26.8% | +46.2% | +49.5% |
| All | +73.0% | +27.5% | +45.5% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling