+74.7%
IWD vs GDDY
+29.8%
+44.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.6% |
| 7D | -0.8% | -3.2% | +2.4% | -0.3% |
| 30D | -0.8% | +6.8% | -7.7% | -2.2% |
| 3M | +6.9% | +30.5% | -23.5% | +0.8% |
| 6M | +18.3% | +13.3% | +5.0% | +13.9% |
| YTD | +22.4% | -21.0% | +43.3% | +27.2% |
| 1Y | +27.4% | -34.0% | +61.4% | +38.2% |
| 3Y | +71.2% | +33.1% | +38.1% | +50.3% |
| All | +74.7% | +29.8% | +44.9% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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