+745.7%
IWD vs MTB
+906.6%
-161.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +1.6% | -0.7% | +2.2% | +1.9% |
| 30D | +3.6% | +1.4% | +2.2% | +3.0% |
| 3M | +2.0% | -11.6% | +13.6% | +7.2% |
| 6M | +13.1% | +5.4% | +7.7% | +10.3% |
| YTD | +26.2% | +11.7% | +14.5% | +19.8% |
| 1Y | +29.6% | +20.5% | +9.0% | +19.1% |
| 3Y | +84.3% | +104.5% | -20.2% | +33.3% |
| 5Y | +73.4% | +65.1% | +8.4% | +31.8% |
| 10Y | +202.4% | +119.5% | +82.9% | +87.6% |
| All | +745.7% | +906.6% | -161.0% | +170.2% |
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