+74.2%
IWD vs MKC
-35.7%
+109.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -0.6% | -7.0% | +6.5% | +0.8% |
| 30D | +3.6% | +4.1% | -0.5% | +2.7% |
| 3M | +2.7% | -10.3% | +13.0% | +4.6% |
| 6M | +13.2% | +1.7% | +11.5% | +12.2% |
| YTD | +26.8% | -29.1% | +55.8% | +35.3% |
| 1Y | +29.3% | -26.0% | +55.3% | +36.4% |
| 3Y | +85.1% | -21.5% | +106.6% | +90.6% |
| 5Y | +74.2% | -35.0% | +109.2% | +90.5% |
| All | +74.2% | -35.7% | +109.9% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling