+749.4%
IWD vs MTB
+904.7%
-155.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.6% | -2.0% | +1.4% | +0.3% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | +2.7% | -12.1% | +14.8% | +8.1% |
| 6M | +13.2% | +7.3% | +5.9% | +9.6% |
| YTD | +26.8% | +11.5% | +15.2% | +20.4% |
| 1Y | +29.3% | +21.3% | +8.0% | +18.6% |
| 3Y | +85.1% | +104.1% | -19.0% | +34.0% |
| 5Y | +74.2% | +61.8% | +12.4% | +33.6% |
| 10Y | +204.6% | +115.4% | +89.2% | +90.5% |
| All | +749.4% | +904.7% | -155.3% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling