+73.6%
IWD vs MTB
+102.5%
-28.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.2% | +2.8% | -2.9% | -1.0% |
| 30D | -0.8% | -4.2% | +3.4% | +0.5% |
| 3M | +8.0% | +7.8% | +0.2% | +5.3% |
| 6M | +18.2% | +14.8% | +3.4% | +12.7% |
| YTD | +22.3% | +20.8% | +1.6% | +14.6% |
| 1Y | +28.9% | +23.1% | +5.8% | +19.8% |
| 3Y | +71.5% | +114.8% | -43.3% | +31.9% |
| 5Y | +73.6% | +103.3% | -29.7% | +33.5% |
| All | +73.6% | +102.5% | -28.9% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling