+28.3%
IWD vs IT
-30.7%
+59.0%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -1.2% | -9.1% | +8.0% | -0.9% |
| 30D | -1.6% | -12.2% | +10.5% | -1.3% |
| 3M | +7.0% | +7.8% | -0.8% | +6.7% |
| 6M | +17.0% | +2.0% | +15.0% | +16.9% |
| YTD | +21.6% | -32.7% | +54.4% | +24.9% |
| All | +28.3% | -30.7% | +59.0% | +30.6% |
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