+201.0%
IWD vs M
-8.5%
+209.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | +3.2% | +7.0% | -3.8% | +2.0% |
| 3M | +2.3% | +3.1% | -0.9% | +1.5% |
| 6M | +12.9% | +33.5% | -20.6% | +7.2% |
| YTD | +26.2% | +13.4% | +12.8% | +22.5% |
| 1Y | +28.3% | +22.4% | +5.8% | +22.8% |
| 3Y | +84.4% | +150.9% | -66.5% | +51.4% |
| 5Y | +73.0% | -3.0% | +76.0% | +58.5% |
| All | +201.0% | -8.5% | +209.5% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling