+72.9%
IWD vs IT
-42.9%
+115.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +1.3% | -18.8% | +20.1% | +4.5% |
| 30D | +3.6% | -0.1% | +3.6% | +3.2% |
| 3M | +2.3% | +2.9% | -0.6% | +1.1% |
| 6M | +13.0% | +20.4% | -7.4% | +7.5% |
| YTD | +26.2% | -24.3% | +50.5% | +32.0% |
| 1Y | +30.5% | -17.2% | +47.6% | +33.2% |
| 3Y | +86.2% | -52.4% | +138.6% | +117.5% |
| 5Y | +72.9% | -43.7% | +116.6% | +83.5% |
| All | +72.9% | -42.9% | +115.8% | +83.5% |
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