+726.5%
IWD vs IT
+1,406.4%
-679.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | +0.5% |
| 7D | -0.3% | -6.0% | +5.8% | +1.3% |
| 30D | +0.6% | 0.0% | +0.6% | +0.3% |
| 3M | +7.2% | +13.1% | -5.8% | +2.0% |
| 6M | +16.2% | +11.7% | +4.5% | +9.7% |
| YTD | +23.3% | -26.1% | +49.4% | +28.8% |
| 1Y | +29.6% | -21.3% | +50.8% | +32.0% |
| 3Y | +70.5% | -46.7% | +117.2% | +88.6% |
| 5Y | +73.5% | -40.5% | +114.0% | +82.9% |
| 10Y | +198.3% | +103.9% | +94.4% | +115.4% |
| All | +726.5% | +1,406.4% | -679.9% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling