+726.5%
IWD vs M
+151.7%
+574.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | -0.3% | +4.7% | -5.0% | -1.3% |
| 30D | +0.6% | -9.6% | +10.2% | +2.8% |
| 3M | +7.2% | +0.9% | +6.4% | +6.5% |
| 6M | +16.2% | +22.3% | -6.1% | +10.3% |
| YTD | +23.3% | +6.5% | +16.8% | +20.2% |
| 1Y | +29.6% | +38.8% | -9.2% | +18.5% |
| 3Y | +70.5% | +115.9% | -45.4% | +33.2% |
| 5Y | +73.5% | +28.6% | +44.8% | +41.3% |
| 10Y | +198.3% | -2.5% | +200.9% | +114.1% |
| All | +726.5% | +151.7% | +574.8% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling