+73.6%
IWD vs IT
-44.6%
+118.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | +0.4% |
| 7D | -0.2% | -9.1% | +9.0% | +1.4% |
| 30D | -0.8% | -7.0% | +6.2% | +0.2% |
| 3M | +8.0% | +7.6% | +0.4% | +5.6% |
| 6M | +18.2% | +2.1% | +16.1% | +16.1% |
| YTD | +22.3% | -31.6% | +53.9% | +30.8% |
| 1Y | +28.9% | -29.9% | +58.8% | +36.2% |
| 3Y | +71.5% | -51.3% | +122.8% | +95.7% |
| 5Y | +73.6% | -44.8% | +118.4% | +82.3% |
| All | +73.6% | -44.6% | +118.2% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling