+195.5%
IWD vs MKC
+29.3%
+166.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -2.3% | -2.8% | +0.5% | -1.5% |
| 30D | -1.8% | -3.4% | +1.6% | -0.9% |
| 3M | +8.0% | +3.8% | +4.3% | +6.5% |
| 6M | +17.0% | -17.9% | +34.9% | +23.2% |
| YTD | +21.3% | -23.6% | +44.9% | +30.0% |
| 1Y | +27.9% | -23.1% | +51.0% | +36.5% |
| 3Y | +70.1% | -31.5% | +101.6% | +86.1% |
| 5Y | +74.2% | -33.1% | +107.3% | +88.8% |
| All | +195.5% | +29.3% | +166.2% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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