+216.7%
IWD vs GDDY
+390.3%
-173.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | -0.8% | -3.2% | +2.4% | -0.3% |
| 30D | -0.8% | +6.8% | -7.7% | -2.4% |
| 3M | +6.9% | +30.5% | -23.5% | +0.3% |
| 6M | +18.3% | +13.3% | +5.0% | +13.4% |
| YTD | +22.4% | -21.0% | +43.3% | +25.9% |
| 1Y | +27.4% | -34.0% | +61.4% | +36.2% |
| 3Y | +71.2% | +33.1% | +38.1% | +54.1% |
| 5Y | +75.7% | +30.3% | +45.4% | +56.6% |
| 10Y | +202.3% | +205.5% | -3.2% | +133.4% |
| All | +216.7% | +390.3% | -173.6% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling