+198.1%
IWD vs IDXX
+360.5%
-162.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -0.8% | -5.7% | +4.9% | +0.7% |
| 30D | -0.8% | -11.5% | +10.7% | +2.3% |
| 3M | +6.9% | -9.5% | +16.5% | +9.4% |
| 6M | +18.3% | -16.0% | +34.2% | +23.1% |
| YTD | +22.4% | -25.4% | +47.8% | +31.1% |
| 1Y | +27.4% | -21.8% | +49.2% | +34.1% |
| 3Y | +71.2% | +7.0% | +64.1% | +59.4% |
| 5Y | +75.7% | -26.0% | +101.7% | +76.9% |
| All | +198.1% | +360.5% | -162.4% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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