+726.5%
IWD vs MTB
+994.4%
-267.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.3% | +1.7% | -2.0% | -1.0% |
| 30D | +0.6% | -4.2% | +4.8% | +2.3% |
| 3M | +7.2% | +8.9% | -1.6% | +3.4% |
| 6M | +16.2% | +10.9% | +5.3% | +11.0% |
| YTD | +23.3% | +21.5% | +1.9% | +13.2% |
| 1Y | +29.6% | +21.9% | +7.7% | +18.5% |
| 3Y | +70.5% | +109.2% | -38.8% | +21.8% |
| 5Y | +73.5% | +102.0% | -28.5% | +20.8% |
| 10Y | +198.3% | +171.9% | +26.4% | +69.0% |
| All | +726.5% | +994.4% | -267.9% | +155.4% |
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