+32.8%
IWD vs IT
-17.9%
+50.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.6% |
| 7D | +2.5% | -5.5% | +8.0% | +2.7% |
| 30D | +6.0% | +10.3% | -4.4% | +5.6% |
| 3M | +3.8% | +11.5% | -7.8% | +3.4% |
| 6M | +16.3% | +40.3% | -23.9% | +15.2% |
| YTD | +27.5% | -17.9% | +45.3% | +30.2% |
| 1Y | +32.8% | -8.8% | +41.6% | +32.9% |
| All | +32.8% | -17.9% | +50.7% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling