+557.5%
IWD vs MKTX
+1,445.7%
-888.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -0.8% | +1.0% | -1.8% | -1.0% |
| 3M | +8.0% | +41.3% | -33.2% | -0.4% |
| 6M | +18.2% | -11.3% | +29.5% | +19.7% |
| YTD | +22.3% | -8.6% | +30.9% | +22.9% |
| 1Y | +28.9% | -11.1% | +39.9% | +30.0% |
| 3Y | +71.5% | -24.5% | +96.0% | +74.5% |
| 5Y | +73.6% | -61.4% | +135.0% | +99.5% |
| 10Y | +194.7% | +6.8% | +187.9% | +158.2% |
| All | +557.5% | +1,445.7% | -888.1% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling