+198.1%
IWD vs MKTX
+5.0%
+193.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -0.8% | +0.7% | -1.6% | -1.0% |
| 3M | +6.9% | +40.8% | -33.9% | +0.5% |
| 6M | +18.3% | -8.0% | +26.3% | +19.3% |
| YTD | +22.4% | -8.7% | +31.1% | +23.4% |
| 1Y | +27.4% | -11.8% | +39.3% | +29.1% |
| 3Y | +71.2% | -24.0% | +95.2% | +73.9% |
| 5Y | +75.7% | -60.3% | +136.0% | +98.8% |
| All | +198.1% | +5.0% | +193.0% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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