+29.3%
IWD vs M
+25.7%
+3.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | -0.6% | -3.3% | +2.7% | -0.2% |
| 30D | +3.6% | +8.1% | -4.5% | +2.5% |
| 3M | +2.7% | +2.2% | +0.4% | +2.2% |
| 6M | +13.2% | +35.1% | -21.9% | +8.3% |
| YTD | +26.8% | +15.8% | +10.9% | +23.2% |
| 1Y | +29.3% | +25.8% | +3.4% | +23.2% |
| All | +29.3% | +25.7% | +3.6% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling