+726.5%
IWD vs MKC
+987.3%
-260.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -0.3% | -5.9% | +5.6% | +2.0% |
| 30D | +0.6% | -0.9% | +1.5% | +0.8% |
| 3M | +7.2% | +12.7% | -5.5% | +1.7% |
| 6M | +16.2% | -19.3% | +35.5% | +24.9% |
| YTD | +23.3% | -22.2% | +45.5% | +33.6% |
| 1Y | +29.6% | -23.3% | +52.9% | +40.7% |
| 3Y | +70.5% | -30.0% | +100.5% | +88.3% |
| 5Y | +73.5% | -33.8% | +107.2% | +92.1% |
| 10Y | +198.3% | +24.4% | +173.9% | +138.1% |
| All | +726.5% | +987.3% | -260.8% | +219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling