+200.5%
IWD vs MTB
+172.8%
+27.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.2% | +1.1% | -2.2% | -1.6% |
| 30D | -1.6% | -4.6% | +3.0% | +0.1% |
| 3M | +7.0% | +6.3% | +0.8% | +4.4% |
| 6M | +17.0% | +15.6% | +1.4% | +10.3% |
| YTD | +21.6% | +20.6% | +1.1% | +12.7% |
| 1Y | +28.0% | +22.5% | +5.5% | +17.6% |
| 3Y | +70.6% | +114.4% | -43.9% | +23.8% |
| 5Y | +73.3% | +101.9% | -28.6% | +23.8% |
| 10Y | +200.5% | +170.4% | +30.1% | +79.1% |
| All | +200.5% | +172.8% | +27.7% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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